Let $(W,S)$ be a Coxeter Group. I want to know exactly which Coxeter Groups have the property $\forall J \subsetneqq S $, $W_J$ is finite.
I can think of the finite Coxeter Groups, the Affine Coxeter Groups. A few more quickly come to mind. Here's some bad drawings meant to represent their Coxeter diagrams:
o ----4---- o ----5---- o
o ----5---- o ----3---- o ----3---- o ----5---- o
I could think of a few more and could imagine trying to inductively and exhaustively find all such examples.
I believe these are both (compact?) hyperbolic subgroups but know little about the intimate details of this area. Is it true that all Coxeter Groups with finite proper parabolic subgroups is either Finite, Affine or Compact Hyperbolic? And if so does the compact Hyperbolic Coxeter Groups have a nice classification?
I've searched for it online but not found a unifying answer easily.
Consider the following result, which appears as Proposition 6.8 in Humphreys (with further comments on p 140), and Exercise 14 in chapter V of Bourbaki.
Here compact hyperbolic means that the standard geometric representation $(W,S)$ on $\mathbb{R}^n$ induces an action on hyperbolic space modelled as one component of $\{\lambda\in \mathbb{R}^n\mid B(\lambda,\lambda)=-1\}$ which is discrete and cocompact.
Now is an appropriate point to mention that the (compact) hyperbolic groups have indeed been classified, and that classification can be found in $\S$6.9 of Humphreys or exercise 15 of Bourbaki. I have also included them all here, note there are finitely many, and only in 3, 4, and 5 dimensions.
If you are happy for your special subgroups to be positive semi-definite, rather than positive definite, then replace compact hyperbolic in the above theorem with hyperbolic (cf Humphreys Proposition 6.8 and exercise 13 in Bourbaki).
Clearly as you say, if $(W,S)$ is finite and irreducible, then all its special subgroups are also finite, so the only remaining case to consider is when $B$ is degenerate. For this case we can appeal to Proposition V.4.10 in Bourbaki which essentially says the following
The classification of these irreducible affine Coxeter groups is well-known and each satisfies the condition you want on special subgroups.
The only case not covered is if $B$ is degenerate and not positive. I am not familiar with any results on this class of Coxeter groups I am afraid. You may be reduced to considering all possible extensions of finite type Coxeter diagrams. This probably wouldn't be quite as bad as it first seems because the proof of the classification of finite Coxeter groups gives very tight conditions on the local structure of their diagrams which would imply something like the following:
And possibly a few others, so actually the possibilities are very limited.