There is a setting "layout.word_select.stop_at_punctuation".
The default is "true". If you set it to "false". Now double click won't stop at underscores or slashes.
Set it like this: type about:config in the address bar, hit [ENTER]. Then enter the first chars of the variable, modify it, done.
You can change this setting in thunderbird like this: Tools -> Options -> Advanced -> General -> Config Editor (button)"