The SBLHS 2 (§184.108.40.206) uses en dashes to connect page ranges, verse ranges, and the like (see our post here). Ranges of biblical books should similarly be connected with an en dash:
from Joshua to Kings
between Job and Ecclesiastes
However, hyphens should be used to connect biblical books that are conceptualized as a single unit:
The difference here is the relationship envisioned between the books.
Are the books intimately connected? Ezra-Nehemiah are thought by many to constitute a single book. Luke-Acts are so closely connected that most scholars believe they were written by the same author, and some even argue that they originally formed a single book. Use a hyphen for each.
Are the books under discussion primarily connected by virtue of their proximity to each other in a modern printed Bible? Can you indicate their relationship with the word through? If so, as in the examples of Judges–Kings and Job–Ecclesiastes, use an en dash.
In the end, a writer should seek to communicate as clearly, elegantly, and concisely as possible—in that order of preference. For example, does the range Joshua–Kings refer to the books in order of the Hebrew Bible or to the books in the order of English-language translations such as the NRSV or NIV? A careful author will not leave the reader to guess. Further, prose often reads more smoothly when it is not overburdened with abbreviated text. Thus, instead of writing 1–2 Chronicles, one might refer to 1 and 2 Chronicles or the books of Chronicles. Likewise, rather than identifying Hosea–Malachi, one might reference the Book of the Twelve. Abbreviated shorthand references are, to be clear, entirely acceptable, but they are best left to parenthetical citations and footnotes. The main text should be as clear and elegant as possible.