Currently soft hyphens have no special handling in spell checking. They are accepted only if the underlying morphology accepts them (Suomi-malaga does not).
The correct solution would be to accept the word if it is valid and can be hyphenated from given position. If the word is valid but the soft hyphen is in wrong position we should reject the word and suggest the same word without the soft hyphen.
Supporting soft hyphens in spell checking requires supporting soft hyphens in hyphenator, particularly the disambiguating case ("auton<sh>osto" vs. "auto<sh>nosto").</sh></sh>