Colored and styled underlines for errors/warnings

[A-Walrus]

Describe your feature request

Add wavy colored underlines to the available modifiers for themes.
Some terminals like Kitty and st+(undercurl patch) support special underlines https://sw.kovidgoyal.net/kitty/underlines/, https://st.suckless.org/patches/undercurl/
These underlines can be wavy, and can be colored separately from the text (say red for error, yellow for warning).

Neovim and Vim make use of this if available, and if not fall back to regular underlines.

In my opinion these underlines make errors and warnings more visible, and make them look better.