Plesk Automation does not allow to use underscore "_" in CNAME records.
The functionality which you expect from the Plesk Automation - ability to use underscore "_" in CNAME records - can be considered as a feature request.
The feature request number #PPA-1230 regarding the matter was created.
Please use provided ID to track maintanance in PA release notes.
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Add required record manually in domain configuration file on DNS server:
domain.tldname of required domain
Restart DNS server:
# service named restart
Note: as soon as the zone is modified the zone file will be regenerated by system and all manual changes will be lost. In order to permanently add such record in the zone contact Odin Technical Support as such action requires manual intervention into PA database.