Your are right Simon, the body actually says "DEP0" and only title has DEP-0 ( https://salsa.debian.org/dep-team/deps/-/blob/master/web/deps/dep0.mdwn#L1). The changelog even has "DEP 0".
Front page of dep-team.pages.debian.net spells it with a space.. The role model https://peps.python.org/pep-0001/ also uses space, but dash (and padding) in the filename. RFCs also use space. Maybe I should withdraw proposal to standardize on the dash.. I don't care which spelling we choose, I just want it to be consistent.