There still seems to be a bug in LazReport or underneath subroutines. In Preview I can see all underlined text, but with PDF Export they are not there:
frReport1.ExportTo(TFrTNPDFExportFilter,'Test.pdf');
If I print directly to a printer with frReport1.PrintPreparedReport('',1) the underlines are printed, too.
I guess it is a issue of PowerPDF, can anyone confirm?
... nevertheless LAZARUS Rules! Nice work everyone keeping PASCAL alive.