Why you need to bother with the format "YYYY_MM_DD"? Just download first and then rename the folder with whatever format you want. I use DD-MM-YYYY format in LR. You can rename the folder inside Lightroom as well.
Solved!I just found that you can download the photos without EOS Utility or without removing the memory card. Even the camera does not connect to Utility software (as I was facing the similar error problem), but Lightroom still can recognise the came...