Standard unix-style input accepts ctrl-^ as ASCII RS and ctrl-_ as ASCII US. If you want your terminal to accept an ASCII US literally — so that you can use it as the -t argument to sort, for example — you would use ctrl-v ctrl-_ to give it the literal character.
$ hd
^^^_
00000000 1e 1f 0a
00000003
$ sort -t "^_" -k 2,2n
a^_42
z^_5
n^_7
z5
n7
a42