Barry, exist the keycode 95 for the emulated kb ? shift + - = _ = 95
There is an input for the underscore key, should be listed in the input menu, but defaults to 'none'. Mapping to a spare key (if you have any ;)) should then work (I've mapped it through the input menu to the Print Screen key).
It seems, it is not working for me. I use a QWERTZ kb with German layout. I tried to map it to Print Screen key (in German = Druck) but it is not working.
If i press now the mapped key I get following character :