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In AmE, we tend to close up prefixes like co-, re-, pre-, post-, etc. unless the first letter of the main word is the same vowel as the last letter of the prefix. But I see some exceptions like preemtive that defy the rule (I should convince myself that the vowel e is an exception). While I understand why we use a hyphen for re-sign to differentiate it from resign, I don’t understand the logic behind co-pay. Is there any material of authority that helps a non-native speaker like me to understand which are the words that should be closed up (say, whether co-utilize should be closed up)?

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The decision to hyphenate or not hyphenate is purely stylistic, thus the authority on the matter would be whatever style guide your publisher/editor/teacher uses.

There are numerous style guides, none of which is more correct than any other.

One commonly used style, called APA Style offers these guidelines:

General Principle 1

If a compound adjective can be misread, use a hyphen.

General Principle 2

In a temporary compound that is used as an adjective before a noun, use a hyphen if the term can be misread or if the term expresses a single thought (i.e., all words together modify the noun)...

Also use hyphens for

Compounds in which the base word is

  • capitalized: pro-Freudian
  • a number: post-1970
  • an abbreviation: pre-UCS trial
  • more than one word: non-achievement-oriented students

All "self-" compounds whether they are adjectives or nouns

  • self-report
  • self-esteem

https://www.apastyle.org/learn/faqs/when-use-hyphen

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