The following bug arises with Character Properties in SWP 6.0.24 on my Mac running OS X 10.12.3.
Type the letter a in math mode. It appears correctly on-screen in red italic font. Now, with the cursor just after the letter, right click, choose Properties and then Character Properties. In the Character Properties dialog box choose a line below _. The letter a then changes from italic to upright font, but still in red.
I have found no way to change the underlined character back to italic, as I need for math mode. Is there one?