Correctly formatting a hyphenated name in a reference list is a sign of respect to the author and a signal to reviewers that you know what you're doing. The sixth edition of the American Psychological Association style manual, released in 2009, contains scattered examples that address formatting hyphenated first and last names and how to alphabetise them. By following the examples, you can successfully complete in-text citations and references in your paper.
Keep the hyphen in the last name when you cite the author or include them in the reference list. Do not shorten it.
Place a single last name before a hyphenated last name, even if the first-name initials of the single last name come after the initials of the second last name in the alphabet. APA says to "remember that 'nothing precedes something.'" It notes that a name like "Girard, J.-B." comes before "Girard-Perregaux, A. S."
Treat the whole hyphenated last name as if it were two separate names when alphabetising. APA notes that "Villafuerte" comes before "Villa-Lobos."
Cite in-text a hyphenated last name as you would any other reference, but leave out suffixes.
Abbreviate and hyphenate the initials if the author has a two-part, hyphenated first name in both in-text citations and in the references. APA gives the examples of "V.-G. Nguyen" in-text and "Girard, J.-B." in the reference list. Note that this is for first names that are hyphenated by the author; don't hyphenate a first and middle name combination that is normally not hyphenated.
The sixth edition of the APA guide contains examples regarding hyphenated names in the sections about formatting personal communications and ordering the reference list. If you can't find the style for something, contact the style guide's editors. That's the only way they'll know that a needed entry is missing. Don't forget about the style guide's own reference list at the back of the book. Even if the main text doesn't have what you're looking for, the APA's own references use APA style. One of their references might contain the answer you need. If the version of the style manual that you have has been around for a few years, check if a new edition has been released. The sixth edition of the APA style manual has examples of hyphenated last names in the section on the order of references, whereas the fifth edition did not.