Standard Markdown has no underline, because underlined text reads as a link on the web. If you need it, use an HTML tag. Double underscores are bold in Markdown, not underline, except in Discord.
All ways to write it
The form GitHub documents for underline.Needs HTML<ins>underlined</ins>
Works in most editors that allow inline HTML.Needs HTML<u>underlined</u>
Underline in Discord only. Everywhere else this is bold.Some tools only__underlined__
Example
You type
Read the <ins>whole</ins> checklist before you deploy.You get
Read the whole checklist before you deploy.
Questions
Why doesn't Markdown have underline?
Markdown was designed for the web, where underlined text means a link. Emphasis is written with italic or bold instead.
Does <u> work on GitHub?
GitHub documents <ins> for underline. If a tag is stripped, the text still shows, just without the line.
Underline in Confluence
The Confluence editor has its own underline button (Ctrl+U or Cmd+U), so on a normal page you don't need Markdown for it. When you export pages with Markdown Exporter, underlined text has no Markdown form to land in.