I am trying to set up foldback in our church for our singers, however I cannot set the song title which has been underlined to also be underlined in the foldback.

Based on what I know, that is the way it is designed to work. The Foldback (confidence) monitor uses minimal text to make it easier to read than the FOH (Front Of House) screens use. most of the special text effects will not appear on the Foldback screen. At least newer versions of EW (6 and 7) can at least play the videos that are playing on the FoH screens. Versions 2009 and earlier can't even do that. I haven't tried the Version 8 Beta yet to see what has been added, but due to the intended purpose of the Foldback screen I tend to doubt that it will be able to do it either.