A family of Microsoft word processing software products for creating web, email, and print documents.
There are a number of related but disconnected grammar checks. A blue wavy underscore is a grammar indication.
You can select any word that is so displayed and mark it to not check spelling or grammar. This is similar to font formatting but is accessed through the language dialog. If you have language displayed in your Status Bar at the bottom of your Word window, you can click on that with the word selected and check the choice.
I assume that you are using the desktop application. Is that correct?
If so, what happens if you start Word in safe mode?
https://support.office.com/article/dedf944a-5f4b-4afb-a453-528af4f7ac72