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Batch, 265 262 242 236 bytes

@echo off
set/pn=
set c=%n%,-1,0
if %n% lss 0 set c=0,1,%n:-=%
for /l %%i in (%c%)do call:l %%i 0
exit/b
:l
set s=_
for /l %%j in (1,1,%n:-=%)do call:m %1 %%j
echo %s%
:m
set t=%s%
if %1 lss %2 set t=%s:_= %
set s=%s%%t%%s%

Edit: Saved 12 18 bytes thanks to @l4m2. Saved 8 bytes by removing the unnecessary %a% variable.

Batch, 265 262 242 236 235 bytes

@echo off
set/pn=
set c=%n%,-1,0
if %n% lss 0 set c=0,1,%n:-=%
for /l %%i in (%c%)do call:l %%i
exit/b
:l
set s=_
for /l %%j in (1,1,%n:-=%)do call:m %1 %%j
echo %s%
:m
set t=%s%
if %1 lss +%2 set t=%s:_= %
set s=%s%%t%%s%

Edit: Saved 12 19 bytes thanks to @l4m2. Saved 8 bytes by removing the unnecessary %a% variable.

Batch, 265 262 242 bytes

@echo off
set/pn=
set c=%n%,-1,0
if %n% lss 0 set c=0,1,%n:-=%
for /l %%i in (%c%)do call:l %%i
exit/b
:l
set s=_
for /l %%j in (1,1,%n:-=%)do call:m %1 %%j
echo %s%
exit/b
:m
set t=%s%
if %1 lss %2 set t=%s:_= %
set s=%s%%t%%s%

Edit: Saved 12 bytes thanks to @l4m2. Saved 8 bytes by removing the unnecessary %a% variable.

Batch, 265 262 242 236 bytes

@echo off
set/pn=
set c=%n%,-1,0
if %n% lss 0 set c=0,1,%n:-=%
for /l %%i in (%c%)do call:l %%i 0
exit/b
:l
set s=_
for /l %%j in (1,1,%n:-=%)do call:m %1 %%j
echo %s%
:m
set t=%s%
if %1 lss %2 set t=%s:_= %
set s=%s%%t%%s%

Edit: Saved 12 18 bytes thanks to @l4m2. Saved 8 bytes by removing the unnecessary %a% variable.

Batch, 265 262 bytes

@echo off
set/pn=
set a=%n:-=%
if %n% lss 0 for /l %%i in (0,1,%a%)do call:l %%i
for /l %%i in (%n%,-1,0)do call:l %%i
exit/b
:l
set s=_
for /l %%j in (1,1,%a%)do call:m %1 %%j
echo %s%
exit/b
:m
set t=%s%
if %1 lss %2 set t=%s:_= %
set s=%s%%t%%s%

Batch, 265 262 242 bytes

@echo off
set/pn=
set c=%n%,-1,0
if %n% lss 0 set c=0,1,%n:-=%
for /l %%i in (%c%)do call:l %%i
exit/b
:l
set s=_
for /l %%j in (1,1,%n:-=%)do call:m %1 %%j
echo %s%
exit/b
:m
set t=%s%
if %1 lss %2 set t=%s:_= %
set s=%s%%t%%s%

Edit: Saved 12 bytes thanks to @l4m2. Saved 8 bytes by removing the unnecessary %a% variable.