Hyperlink formating are controled by Word’s styles not endnote. You can change/modify hperlink and followedhyperlink styles in word templates. Open the styles listing (See attached image) and click on the little arrow and modify each of them and remove the underscore option. You may also want to try to change the “followedhyperlink” setting to make same color as regular hyperlink and remove the underscore there too. They will only appear in the list if they are in use, I think. You should use the “options” menu at the bottom of the list to see styles not yet used in the document, or search (the A with the little magnifing glass) to find a style not in use.
(added in edit: I found these instructions that may be more complete: https://superuser.com/questions/1252571/how-do-i-format-all-hyperlinks-in-a-word-document) )
