In that case you want
Public Sub TrueTitleCase(oRng As Range)'Graham Mayor - https://www.gmayor.com - Last updated - 25 Mar 2021
Dim vFindText As Variant
Dim vReplText As Variant
Dim i As Long
Dim k As Long
Dim m As Long


    'count the characters in the selected string
    k = Len(oRng)
    If k < 1 Then
        'If none, then no string is selected
        'so warn the user
        MsgBox "Select the text first!", vbOKOnly, "No text selected"
        Exit Sub    'and quit the macro
    End If
    'format the selected string as title case
    oRng.Case = wdTitleWord
    'list the exceptions to look for in an array
    vFindText = Array("A", "An", "And", "As", "At", "But", "By", "For", _
                      "If", "In", "Of", "On", "Or", "The", "To", "With")
    'list their replacements in a matching array
    vReplText = Array("a", "an", "and", "as", "at", "but", "by", "for", _
                      "if", "in", "of", "on", "or", "the", "to", "with")
    With oRng
        With .Find
            'replace items in the first list
            'with the corresponding items from the second
            .ClearFormatting
            .Replacement.ClearFormatting
            .Forward = True
            .Wrap = wdFindStop
            .MatchWholeWord = True
            .MatchWildcards = False
            .MatchSoundsLike = False
            .MatchAllWordForms = False
            .Format = True
            .MatchCase = True
            For i = LBound(vFindText) To UBound(vFindText)
                .Text = vFindText(i)
                .Replacement.Text = vReplText(i)
                .Execute Replace:=wdReplaceAll
            Next i
        End With
        'Reduce the range of the selected text
        'to encompass only the first character
        .MoveEnd Unit:=wdCharacter, Count:=-Len(oRng) + 1
        'format that character as upper case
        .Case = wdUpperCase
        'restore the selected text to its original length
        .MoveEnd Unit:=wdCharacter, Count:=k
        'and check to see if the string contains a colon
        If InStr(1, oRng, ":") > 0 Then
            'If it does note the position of the character
            'after the first colon
            m = InStr(1, oRng, ":") + 1
            'and set that as the new start of the selected text
            .MoveStart wdCharacter, m
            'set the end of the selected text to include
            'one extra character
            .MoveEnd Unit:=wdCharacter, Count:=-Len(oRng) + 1
            'format that character as upper case
            .Case = wdUpperCase
        End If
        If InStr(1, oRng, "-") > 0 Then
            'If it does note the position of the character
            'after the first hyphen
            m = InStr(1, oRng, "-") - 1
            'and set that as the new start of the selected text
            .MoveStart wdCharacter, m
            'collapse to the start of the hyphen
            .Collapse 1
            'move the start to the start of the previous word
            .MoveStart wdWord, -1
            'set the end of the selected text to include
            'the word following the hyphen
            .MoveEnd Unit:=wdWord, Count:=2
            'format that character as upper case
            .Case = wdUpperCase
        End If


    End With
lbl_Exit:
    Exit Sub
End Sub