#SOGL V0.12, 27 26 bytes ∫4I:┌╗1Ο;@*┐1Ο}⁴¹k┐╔2ΟΚ╚

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Explanation:

∫               }           for each in 1..input inclusive, pushing counter
 4*                           multiply by 4
   I                          increase by 1
    :                         duplicate; this will be used later
     ┌*                       repeat a dash pop times
       ╗1Ο                    encase them in plusses
          ;                   get the duplicate on the stacks top
           @*                 repeat a space pop times
             ┐1Ο              encase in vertical bars
                 ⁴          duplicate the item below ToS - the last line
                  ¹         wrap the stack in an array
                   k        remove the arrays first item
                    ┐       push "_"
                     ╔      push "|"
                      2Ο    encase 2 copies of the vertical bar in underscores
                        Κ   and prepend that to the array
                         ╚  center the array horizontally

SOGL V0.12, 27 26 bytes

∫4*I:┌*╗1Ο;@*┐1Ο}⁴¹k┐╔2ΟΚ╚

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Explanation:

∫               }           for each in 1..input inclusive, pushing counter
 4*                           multiply by 4
   I                          increase by 1
    :                         duplicate; this will be used later
     ┌*                       repeat a dash pop times
       ╗1Ο                    encase them in plusses
          ;                   get the duplicate on the stacks top
           @*                 repeat a space pop times
             ┐1Ο              encase in vertical bars
                 ⁴          duplicate the item below ToS - the last line
                  ¹         wrap the stack in an array
                   k        remove the arrays first item
                    ┐       push "_"
                     ╔      push "|"
                      2Ο    encase 2 copies of the vertical bar in underscores
                        Κ   and prepend that to the array
                         ╚  center the array horizontally

#SOGL V0.12, 27 bytes ∫4I:┌╗1Ο;@*┐1Ο}⁴¹k"?○⁵‘Κ╚

Try it Here!

#SOGL V0.12, 27 26 bytes ∫4I:┌╗1Ο;@*┐1Ο}⁴¹k┐╔2ΟΚ╚

Try it Here!

Explanation:

∫               }           for each in 1..input inclusive, pushing counter
 4*                           multiply by 4
   I                          increase by 1
    :                         duplicate; this will be used later
     ┌*                       repeat a dash pop times
       ╗1Ο                    encase them in plusses
          ;                   get the duplicate on the stacks top
           @*                 repeat a space pop times
             ┐1Ο              encase in vertical bars
                 ⁴          duplicate the item below ToS - the last line
                  ¹         wrap the stack in an array
                   k        remove the arrays first item
                    ┐       push "_"
                     ╔      push "|"
                      2Ο    encase 2 copies of the vertical bar in underscores
                        Κ   and prepend that to the array
                         ╚  center the array horizontally