You can't escape with backslashes inside a character class.
Put the minus at the end and drop all backslashes, unless you want to match \ .

A counterexample:

c:\@Work\Perl\monks>perl -wMstrict -le
"my $s = 'abc\ZD+A-G\HJxyz';
 print qq{'$s'};
 ;;
 $s =~ m{ ([A\-Z\+GD]+) }xms;
 print qq{'$1'};
"
'abc\ZD+A-G\HJxyz'
'ZD+A-G'
[download]

you are right

perlrecharclass#Special-Characters-Inside-a-Bracketed-Character-Class

Characters that may carry a special meaning inside a character class are: \ , ^ , - , and , and are discussed below. They can be escaped with a backslash, although this is sometimes not needed, in which case the backslash may be omitted.

Mea culpa!

(time to retire? :)

Cheers Rolf
_{(addicted to the Perl Programming Language :)
Wikisyntax for the Monastery FootballPerl is like chess, only without the dice}

PS: I'm afraid perldoc.perl.org "improved" to the worse.