I just discovered that we cannot access from Salesforce any URL which contains an underscore (_). When you try to enter a URL with an underscore in remote site settings, you get the error below. I assumed there would be a simple solution to this, but after searching I've found nothing at all. Is there something obvious I missing?
RFC 2872 allows underscores for subdomains, as written in your example, but not all services support this nomenclature. Unfortunately, at this time, you'll need to choose a hostname and subdomain that does not include underscores. In particular, you also won't be able to reference sandboxes that include an underscore in its name, so you should avoid naming sandboxes this way.