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How can I remove all spaces between the last character and the end of the line?

Find what: _*$ [replace the underscore with a space]
Replace with: [nothing]

That worked. Thank you.

(I clicked Configure/Preferences/Document Classes/Default and ticked the "Strip trailing spaces from lines when saving" box. I then saved the file and re-opened the file but the trailing spaces were still thee).

Try closing the file, then opening it again, or try
View | Document Properties | Preferences | Strip trailing spaces from lines when saving.

A good general rule is never to use * when + will do. Using + avoids matching nothing, and in a case like this avoids repeatedly replacing nothing with nothing. It can make a huge difference to the speed of the operation.