Is underscore allowed in case labels?

Question

In some header file which I can not modify I have the following set of defines:

#define FLAG1                      (0x0000_0001)
#define FLAG2                      (0x0000_0002)
...

Then, in my code I use them in switch:

switch (aaa) {
    case FLAG1:
    ....

    case FLAG2:
    ....
}

As a result, Coverity reports on 2 defects per each case label:

RW.EXP_RPAREN: 
Event exp_rparen: expected a ")"

RW.CASE_LABEL_CONFLICT:
Event case_label_conflict: case label value has already appeared in 
this switch at line XX

What is wrong with these case labels? Does it violate C standards?