Hola, te comparto una respuesta de Ulysses al respecto. Saludos.

As you might already know, Ulysses distinguishes between writing the text itself and formatting it during export to enable a distraction-free environment. In order to underline your text in the editor, you’ll have to customize the markup by following these steps:

Open Preferences in Ulysses and go to Markup tab
Select the Markup definition you want to customize, e.g. Marked
Enable the Underline (“U“) option in the Style column
Adjust the color settings to your liking

Afterward, the text will appear as underlined when you use the tag for the Markup definition you changed (e.g. Marked) in the editor.

In case you want the exported text to be underlined as well, you’ll have to modify your export style. As an example, please find the instructions for PDF/DOCX export below:

Open Preferences in Ulysses and go to Styles (upper right corner)
Choose a style from the PDF/DOCX section, e.g. “Papers“
Right click on the stylesheet and “Duplicate“ the style
Open the duplicated stylesheet in an editor of your choice (e.g. TextEdit or TextMate)
Find the inline-mark tag and modify it accordingly:

inline-mark {
underline: single
}

Save the stylesheet
Select your customized export style in Quick Export

Once you’re done, you can use the Marked tag in the Editor, everything enclosed by these tags will appear as underlined.