I use "shift" + "space" for underscores. On windows you will have to download some external program unfortunately to get this capability. Two popular programs are "WinHotKey" (never used it myself) "AutoHotkey"
Configuring AutoHotkey is a little difficult but l have done that for you if you want to use my same hotkeys ("shift" + "space" )
Just create a file with file extensions ".ahk" in notepad
Paste this text
Save it, then just double click it to run it. Then ahk will run in the background and fire that script when you press those two keys