Hi Twinge,
The latest supported by BPM 9.22 version of VuGen is 11.51 and you should use it for your scripts.
I have made some tests with transactions including underscore and they are saved correctly in the usr file.
Please follow the instructions how to check if all transactions are saved correctly in the .usr file in the following KM BSM and BAC display a partial or empty list of transactions for a VuGen 11.51 Web (HTTP/HTML) protocol script
Kind regards,