Underscores are not allowed as part of domain names

According to rfc1035, underscores (_) are not allowed as part of domain names.

The labels must follow the rules for ARPANET host names. They must start with a letter, end with a letter or digit, and have as interior characters only letters, digits, and hyphen (-). There are also some restrictions on the length. Labels must be 63 characters or less.

This means domain names like my_domain.com or sub_domain.main-domain.com are invalid.

Special thanks to @jclopezdev for finding this out.