I also had this issue. I initially used a workaround by setting Paragraph Rules to create underlines, but the thickness was random (all set at 0.5pt but some appeared as hairline). Then I found that strike-through text was visible and could be shifted -1pt to become an underline. This kind of tweaking is not good for production though.

Turning off shading fixed the missing underlines!

I have had this happen in CC2020. I cannot upload images or video as the documents I am working on are sensitive.

The document template and paragraph/character styles were initially created in CC2019, then opened in 2020 and had Word files imported (don't know if the version conversion makes a difference).

Here's what I tried:
1) Resaved as IDML and reopened in 2020 – did not work.
2) Recreated new paragraph and character styles from scratch – did not work.
3) I deleted the hyperlink (leaving the URL there), pasted into a new document, created new paragraph and character styles then applied the hyperlink to the URL applying the character based stylesheet, and *then* applied the shaded paragraph style – did not work.
4) created a new paragraph in original document, re-typed the entire paragraph (no copy/pasting) inlcuding the URL, applied hyperlink, applied paragraph style – WORKED. Obviously not a valid solution with a document of any volume.
5) changed the shaded para style to reduce the distance the shading reaches below the para to 0 – underline reappeared, but obviously not a solution as the para style doesn't look right.

I can only assume there is *something* being imported from the Word file (despite all imported Word paragraph and character styles being deleted, replaced with ID styles, and 'force applied') that causes this issue

HOWEVER, I DO HAVE A WORK AROUND THAT WORKED FOR US:

Edit the paragraph style with the shading on it, and add a paragraph border with a line thickness of zero, and boom – underline reappears.

I'm having the same trouble. When I have paragraph shading turned on (which I do in numerous places throughout my nearly 800-page book), a number of seemingly random instances of underlined text does not show up as being underlined. Often it's words in the same paragraph as other underlined words, which do show up, that have this trouble. My Style and Character settings show that the underline setting is "on," but there is no visible underline.

After seeing the post above (thank you, Thomas!!), I've gone back through the book, and noticed that in every instance that the underline was not showing, the following variables were true:

• the underlined characters were in the final line of a paragraph that ended with a hard return
• paragraph shading is "on" for both the current paragraph, as well as the following paragraph (so that the shading continues between the two paragraphs, as I have it set in my paragraph styles)

If I simply replace the hard return with a soft return, it resolves the problem for the underlined text in the last line of that paragraph.

Fortunately, in this case, I am able to do this (because I have ragged right justification and no space before or after paragraphs, among other things), but if a soft return were not a viable option, I would be in trouble. So I agree that this bug needs to be resolved.

It seems (i can't find any buttons to it) I cant upload any images so I will mail them to you asap.
Thanks for the quick reply.