Character styles — the underlie not working

When you create the style and apply it - can you add the underline manually?
If you can - then try right clicking the style when it's active and use Redefine Style

Might be a hiccup

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If a document is not behaving well then try 

File>Export 

Choose IDML

Open the IDML in InDesign
Save the file as a new InDesign file with a new name
See if the issue persists.

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Try resetting your preferences:

Windows: Start InDesign, and then press Shift+Ctrl+Alt. Click Yes when asked if you want to delete preference files.
macOS: While pressing Shift+Option+Command+Control, start InDesign. Click Yes when asked if you want to delete preference files.
A dialog will appear asking to delete the InDesign Preferences, select 'Yes' on this dialog.
Further info and instructions here if needed:
https://helpx.adobe.com/in/indesign/kb/indesign-preferences-support-file-locations.html

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Reinstalling rarely fixes everything - you can do a complete reinstall using the
Creative Cloud Cleaner Tool https://helpx.adobe.com/creative-cloud/kb/cc-cleaner-tool-installation-problems.html

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Rollback to a previous InDeisgn version

https://helpx.adobe.com/download-install/using/install-previous-version.html#:~:text=Open%20the%20Creative%20Cloud%20desktop,down%20list%2C%20select%20Other%20Versions.