alt Hacker NewsDNS allows any character you want, including underscores. Host names in URLs cannot contain underscores. Therefore any service that create subdomains for user would reject underscores, which is why they're considered de-facto reserved for special uses in DNS. I don't think the reserved nature is codified in any RFC.
Testing [1] Works in Firefox, Helium and Curl but I do not have Chrome or Safari to test with.
[1] - https://_test.nochan.net/