Ken, I ran into this when I got my R5 and swapped over from Nikon. I might get a detail or two wrong here, but (1) it seems Canon requires the '_' as the last character in the filename (I believe Nikon inserted on after your customization), and (2), it will not shift it to the front if you're shooting in the Adobe color space, it will simply overwrite the first character. I occasionally shoot Raw+Jpeg, but given that the file name is more important to me than having a jpeg in the Adobe color space I changed to sRGB and got the file name I wanted.
If you're not shooting in Adobe color space then I have it wrong, but I just did a quick test and duplicated it. sRGB had the full text (KR5_), Adobe RGB didn't (_R5_). I've lodged my complaint to my Canon Pro Rep (who spent 5 years getting me to switch) as he's been keen to hear all my complaints about "what Nikon does better", but I'm guessing this one's a non-starter since it's probably a long-standing standard for them. Would be nice to have an option instead of the forced underscore.