My S.O.'s last name is multiple words, and long, never fits. They always mess up the spelling, and sometimes leave words out, like de. It's never been a problem, you'll be fine, I highly doubt it will even be mentioned by the agent.
But if on the off chance it is, always good to be prepared in advance with a solid excuse. Personally, I'd go with the excuse a. it is my second middle name so I did not put it, or b. it means of and is technically not part of my last name (I'd suggest a over b personally)