What do you call a series of words connected by hyphens?

I am doing an English Language AS Level past paper and in it is written "They all pop up in the film in a when-brands-collide whirlwind" and later on "Emmet is mistakenly drafted into a save-the-world mission".

What do you call a series of words ("when-brands-collide" and "save-the-world"), rather than just two, that are connected by hyphens?

Written in another part of the paper is "Thanks to the host of iconic characters, and unique cross-generational appeal, the bricks may be...". I believe "cross-generational" is a compound adjective. Am I right?

I would suggest "hyphenated adjectives", as a) both your examples are adjectives; and b) correct me if I'm wrong, but most of these hyphenated compound words take the form of adjectives.

There is a great set of examples here.