The best solution is to escape the underscore with the backslash. Using a backslash forces the following character to be used literally rather than as part of Markdown formatting:
You could also use code formatting (with backticks), which is always literal, but that also adds a grey background which may not be universally liked.
Please ‘never’ use 𝚖𝚘𝚗𝚘𝚜𝚙𝚊𝚌𝚎𝚍 𝚝𝚎𝚡𝚝 on ELU
Please don’t use ˋbackticksˋ at all: use italics instead.
Please don’t use preformatted indented blocks except for tables.
Nonetheless, you were right about one aspect of the trouble: the color.
Thank you for pointing that out. While you have indeed identified a genuine problem, I am afraid ...
As a moderator on Code Review who helped to push for MathJax to be activated there, I can say that the current Stack Exchange policy makes you work hard to justify it. Performance is a Feature, and Speed Still Matters, says Jeff Atwood, so they want pages to render quickly. MathJax is enabled per site, not per question, so they are ...
This has been fixed. Now, the numbering follows from the first item in the list. If the first item in your list is 42, the numbering will follow from that. If the next item in your list is 1037, it will still show up as 43. So the first number in your numbered list is now respected; the others still aren’t.
This is a demonstration.
This item is numbered 7, ...
The gray box produced by <code> tags / backticks might even be turned into an advantage:
"Having children of my own <code> </code> me"
"Having children of my own me"
or, perhaps more simply:
"Having children of my own `...........`...