Regex: since no negative look behind, what is the best way ...

I gave up trying to figure out a one-liner Regex, so I wrote a function that can take a string containing zero or more URLs and do a search and replace only within the URL.

This looks like a really long function, but if you remove the comments and debug code, it is only about a dozen lines long.  It is written for readability rather than efficiency.

I hope that this helps others.

function replaceURL(textString, charFind, charRepl) {
    var debug = true // set to true if you want to see all the steps in the console window

    // Look for any URLs and replace the {charFind} with {charRepl}
    // NOTE: you must be careful to search for a special Regex character or replace on any character that could be in a URL (otherwise not reversible). 
    // The # character is a safe replacement since it is neither a Regex character nor is it a valid URL character.
    //Special Regex:  \^$.|?*+()[{
    //Special URL:  $-_.+!*'(),

    // Finds all {charFind} characters within a URL.
    // Look for at least one word character \w+ followed by a ://  (e.g. http://, ftp://, etc.)
    // URLs can't have spaces, so continue through non whitespace characters \S*? until you find the {charFind} followed by any number of non whitespace characters \S*.
    // Note that we have to double escape the special characters because we first build a string and then the string is converted to Regex, which is the only way to put
    // a variable like charFind into the Regex.
    var myReURLString = "(.*?)(\\w+:\\/\\/\\S*?" + charFind + "\\S*)(.*)";
    var myReURL = new RegExp(myReURLString);
    var myReFind = new RegExp(charFind, "g");

    if (debug) {
        $.writeln("Searching for " + charFind + " and replacing with " + charRepl + "\n");
        $.writeln("Regex to find a URL with a {charFind} within the URL: " + myReURL + "\n");
        $.writeln("Regex to find the {charFind} within the URL: " + myReFind + "\n\n");
    }

    // Each pass through the loop will find a URL with the specific character and process it.
    // Take the textString, and split it into 3 parts: everything before the nth URL, the URL, and everything after the nth URL.
    // Then do a search through the URL for all instances of charFind and replace with charRepl
    // Finally, put all three parts back together again.
    // Repeat until there are no more URLs to process
    while ((myParts = myReURL.exec(textString)) !== null) {
        // [0] is original textString
        // [1] is everything before the URL
        // [2] is the URL
        // [3] is everything after the URL

        if (debug) {
            $.writeln("==== Starting ====\ntextString:\n" + textString + "\n");
            $.writeln("---- Before ----\n");
            $.writeln("myParts [1]: \n" + myParts[1] + "\n\n" +
                "myParts [2]: \n" + myParts[2] + "\n\n" +
                "myParts [3]: \n" + myParts[3] + "\n\n");
        }

        // Replace all the {charFind} in myParts[2] with {charRepl}
        myParts[2] = myParts[2].replace(myReFind, charRepl);

        if (debug) {
            $.writeln("---- After ----\n");
            $.writeln("myParts [1]: \n" + myParts[1] + "\n\n" +
                "myParts [2]: \n" + myParts[2] + "\n\n" +
                "myParts [3]: \n" + myParts[3] + "\n\n");
        }

        // Now put it back together again
        textString = myParts[1].concat(myParts[2], myParts[3]);
        if (debug) {
            $.writeln("textString:\n" + textString + "\n\n");
        }
    }

    return (textString);

}

var textString = "Lots of text _with underlines_ all _ through the _paragraph, but also a http://url.that.has/underlines_in-it__that.we.have.to.avoid followed _by_ more underlines__. And _here_ is another ftp://url.that_also_has_underlines in it_."

var newTextString = replaceURL(textString, "_", "#");
alert("\n\nOUT: " + newTextString);
// Output is:
// Lots of text _with underlines_ all _ through the _paragraph, but also a http://url.that.has/underlines#in-it##that.we.have.to.avoid followed _by_ more underlines__. And _here_ is another ftp://url.that#also#has#underlines in it_.

var newerTextString = replaceURL(newTextString, '#', "_");
alert("\n\nREVERSED: " + newerTextString);
// Output is:
// Lots of text _with underlines_ all _ through the _paragraph, but also a http://url.that.has/underlines_in-it__that.we.have.to.avoid followed _by_ more underlines__. And _here_ is another ftp://url.that_also_has_underlines in it_.

var myStr = "_this_ and also _on this_ but if http://mysite.com/more_url.with?underscores_then.no.match until after you _leave the URL_";
// first remove all links from string, then use your RegExp
$.writeln(myStr.replace(/\shttp.+?\s/g,'').match(/_([\s\S]*?)_/g));