OK, so I think I got to the bottom of this, the issue is actually with encoded slashes in the path (not the underscore prefix per-se). Thus:
#1 works in Sync Gateway, whereas #2 does not (returns a 404 error). Both forms of the above request work in CouchDB. The same is true of GET calls too by the way.
Not sure where you think that leaves the issue Jens. Is it something you'd like to fix in Sync Gateway, or do you believe it's an acceptable quirk? I can raise an issue if you think it's worth addressing.
For me it's a bit of a pain, because I'm using a third party lib for my CouchDB REST calls (dscape/nano), and this URL encoding is governed by that component, so I may (or may not, I've not dug into it yet) have to fork that to fix the problems that I'm seeing.
Cheers,
Steven