I'm not sure how or if is possible to adjust the key legends in the fallowing way. Consider the example:
library(tmap)
data(Europe)
my_map <-
tm_shape(Europe) +
tm_polygons("well_being", textNA="Non-European countries", title="Well-Being Index") +
tm_text("iso_a3", size="AREA", root=5) +
tm_layout(legend.position = c("RIGHT","TOP"),
legend.frame = TRUE)

I tried legend.format = list(scientific = TRUE) in something like:
my_map2 <- my_map +
tm_layout(legend.format = list(scientific = TRUE))
which gives this for a legend:

However, what I wish is something like:

In my data, the 4 is a zero, and I was asked to make it stand out as zero alone.
As far as I know this is impossible by using tmap legend formatting alone - there will always be the little separator. Either "to" or whatever you overwrite it with text.separator from legend.format call.
What you need is one extra step in your data processing - you must create a special variable with your labels, and plot according to this. You have full control over the levels, so you can have the first one as standalone zero.
For simplicity sake I am using ifelse to split into two levels (plus the NAs for Non-European countries), but you can get more fancy than that...
Europe <- Europe %>%
st_as_sf() %>% # from sf package - makes Europe behave as a data.frame
mutate(well_being_adj = ifelse(well_being < 5, "0", "more than five"))
my_map <-
tm_shape(Europe) +
tm_polygons("well_being_adj", textNA="Non-European countries", title="Well-Being Index") +
tm_text("iso_a3", size="AREA", root=5) +
tm_layout(legend.position = c("RIGHT","TOP"),
legend.frame = TRUE)
print(my_map)

Despite being solved, another more practical alternative is to modify the levels in
tm_polygons labels
tm_polygons(labels = c ("0", "more than five")
This way also serves for rasters files
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