For the record, a slash ( / ) would not be correct, because it would mean 'or,' not 'and.'
In English, a dash is correcly used to join an open (two-word) compound to another word, as long as the typography is correct: it must be an en dash, ALT+0150 ( ), not a hyphen ( - ), which is shorter, or an em dash, ALT+0151 ( ), which is longer. So compounds like this should read
(That is, if it really means [North Rhine] + [Westphalia], not [North] [Rhine + Westphalia]; I would have to look that up to be sure and I don't feel like it.)
It does get confusing when people substitute a hyphen, though it's understandable that many of us do that casually in order to type fast without having to enter the special character. But in the LEO entry I'm pretty sure they are able to use the correct character, if they haven't already, and anyone else using the English term in a serious text should make the same effort.
'Western' sounds wrong to me as part of an official name, but if Vorpommern is considered a geographic region rather than a state as a political entity, that might explain it. At any rate, I would think it should probably be listed as the second variant, not the first choice.