Unfortunately, Joomla 3.x replaces underscore in menu item alias with hyphen.
How can I allow underscore? [without sh404SEF].
I don't see it in libraries/joomla/filter/output.php (as the page Use underscore (_) in joomla menu alias says).
In that file there is the line:
$str = preg_replace('/(\s|[^A-Za-z0-9\-])+/', '-', $str);
Put _ between z and 0