orand - wmertens has it right.
Two green labels flank some letters. The right is the green only, and the left is the green+shift key.
This mirrors the assignment scheme on legacy keyboards, and we generally use the same finger, unless there's advantages to a new location.
So anything on the left side is accessed using a Shift. This applies to green legends, like _ (underscore), and also to silver legends, like < (less than).
On a legacy keyboard, _ (underscore) and ~ (tilde) and | (pipe) are typed with the pinky and Shift. Tilde was a far reach.
On TextBlade, these keys are accessed using ring or middle finger, so pinky gets relief.
So to get an Underscore:
Tap Shift key, then strike Dash key (in green layer)
You'll see nice documentation of these details in MultiMap. There's a couple of admin steps we're obliged to do before publishing.
Fully appreciate why it's of interest and will accommodate soon.