Symptoms
When adding an A record that includes an underscore symbol '_' in Plesk at Domains > example.com > Hosting & DNS > DNS Settings, the following message appears:
The specified domain name is not valid. You need to specify a valid domain name like domain.com.
Cause
Underscore characters are not permitted in domain names according to RFC 1035. Only letters, digits, and hyphens are allowed. Even though some DNS servers allow the use of underscores (e.g. Windows DNS Manager) with the records below, such configuration is not possible:
NS / A / AAAA / MX / AXFR / CAA
Resolution
Underscores can be used with CNAME, SRV, TXT, DS records.
As a workaround, create a CNAME record instead of an A record.