It works for me with the underscore in URL, so I don't know what may be wrong in your case. Did you e.g. changed the name of ckeditor.js
file?
As a workaround, try setting CKEDITOR_BASEPATH
. You can find more in the Specifying the Editor Path guide.
<script>
var CKEDITOR_BASEPATH = 'htdocs/_/ckeditor/';
</script>
<script src="htdocs/_/ckeditor/ckeditor.js"></script>