It used to be possible to create A-records with names that included an underscore. At some point this has changed. In the latest version 1.341 (or perhaps earlier) it is impossible to do such. Anyone experienced this same issue?
I couldn't tell you why DirectAdmin staff decided to disallow the underscore (you might want to write them and ask) but I know why I wouldn't allow them. For specific information, check RFC 3696.