How to keep non-breaking space in cross-references
Solution 1:
When you update the reference, your manual edit of the cross-reference will be overwritten. You can't do anything about it.
You should include the non-breaking space in your figure subtitle. Do it generally in all subtitles, it doesn't hurt. These non-breaking spaces will be included inside the cross-references and hence you don't have to do anything manually if such a cross reference happens to be moved near the end of a line.
I disrecommend to use the the built-in creator of captions ("Caption dialog"). Rather use the "method of the pros":
Figurenon-breaking space{ SEQ Figure \* ARABIC }TabThis figure shows XYZ.
Solution 2:
The best solution I could find is to manually add a non-breaking space between the label ("Figure" in this case) and the figure number of your figure caption. Refer to the figure below where I have shown the paragraph marks to indicate where I have added the non-breaking space (°). The non-breaking space will now remain in your cross-reference when you update.