The “Category” name defines an underlying variable and, as such, must abide by the syntax rule. It is composed of ASCII letters, underlines and digits. Of course an appreciated feature would be to make a difference between this variable and how it is displayed. But the majority of users would be confused by it…
If you accept a non user-friendly workaround, the restriction on the category can be relaxed, but you’ll have to do it manually for every caption (after all what you put in the “Caption” box is manual).
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Insert your caption as usual but choose Category [None] from the drop down menu.
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When the unnumbered caption is inserted in your frame, picture, …, put the cursor at the beginning of the line and type Fig. : or whatever you want.
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Go back where the numbering should be and Insert>Field>More Fields, Variables tab.
- In the Type list, select Number range
- in Select, choose inside which list the caption should be numbered (Figure for “Fig.” is a good choice). Note that this list is the same as Category in caption dialog.
- optionally, click on a numbering format.
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OK, you’re done.
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EDIT 2020-05-03
I submitted an enhancement request as tdf#132626 to add another field in the caption dialog to be used as the prefix in the generated caption instead of the Category name.