Orcad Capture: Keep the references and delete the underlined

These are User Assigned References (so either edited manually or via a back annotation from the PCB). You can select each one and right click - User Assigned Reference - Unset. But if you don't care about it being user assigned go to Options - Extended Preferences - Schematic and uncheck the setting for Display "_" on user assigned part references and that should remove them.

Worth noting as well that some operations in Capture will allow you to filter out user assigned references, so that automated processes (e.g., renumbering in a schematic) don't change reference designators you may have set up in a specific way.

User assigned references also don't show up in a PDF export of the schematic, so you can still use this functionality without it impacting the readability of the schematic for other users.

Thank you for the help