#JavaScript (ES6) 271 277 271
Edit bug fix
Edit 2 saved 6 bytes thx @L.Serné
(w,h,z=(s,q=3,i=h)=>'| '.slice(0,q)+s.repeat(w).substr(i%2*6+q,w*6-q-~-q)+` |
`.slice(~q))=>eval("t=z(' _____',0,0)+z('|_ _| ',2,--h)+z(b=' _) (_ _ ')+z(c='|_ _|_( )_',0);for(;--h;)t+=z(a='|_ _| (_) ',2)+z(b)+z(c,0)")+z(a,2)+z(' _) (_ ')+z('|_____',1)
Less golfed
(w,h,
z=(s,q=3,i=h)=>'| '.slice(0,q)+s.repeat(w).substr(i%2*6+q,w*6-q-~-q)+' |\n'.slice(~q),
a='|_ _| (_) ',
b=' _) (_ _ ',
c='|_ _|_( )_',
t=z(' _____',0,0)+z('|_ _| ',2,--h)+z(b)+z(c,0)
)=>{
for(;--h;)
t+=z(a,2)+z(b)+z(c,0);
return t+z(a,2)+z(' _) (_ ')+z('|_____',1)
}
Test
F=
(w,h,z=(s,q=3,i=h)=>'| '.slice(0,q)+s.repeat(w).substr(i%2*6+q,w*6-q-~-q)+` |
`.slice(~q))=>eval("t=z(' _____',0,0)+z('|_ _| ',2,--h)+z(b=' _) (_ _ ')+z(c='|_ _|_( )_',0);for(;--h;)t+=z(a='|_ _| (_) ',2)+z(b)+z(c,0)")+z(a,2)+z(' _) (_ ')+z('|_____',1)
function update() {
var w=+W.value,h=+H.value
O.textContent=F(+w,+h)
}
update()
W<input id=W value=3 oninput='update()' type=number min=2>
H<input id=H value=4 oninput='update()' type=number min=2>
<pre id=O></pre>