Shading and Underline conflict
Some underline strokes become invisible when Paragraph Shading is applied.
If removed shading then strokes appear.
That's a bug, shading always must go bottom.
Two screenshots are from Indesign, with and without paragraph shading. The last screenshot is from Acrobat, i've deleted manually gray frames to reveal the hidden strokes.
Shane Smith commented
The only way around this is to add shading only to the bottom and not to the top. The only problem is you have to add the top shading to the top most line and hope there is no underline in the text. Not the best work around. This shouldn't happen, please fix!