Is your feature request related to a problem? Please describe.
Many terminals and programs such as Kitty, Ghostty, iTerm2, and Neovim support styled underlines. This is described in details here https://sw.kovidgoyal.net/kitty/underlines/

Describe the solution you'd like
Lip Gloss should be able to change underline style and color.

Describe alternatives you've considered
Using x/ansi directly.

Additional context
https://sw.kovidgoyal.net/kitty/underlines/