RadRichTextBox uses UILayers in order to show different types of content - images, table borders, highlights, etc. The underline decorations also have a dedicated layer. You can try creating a custom UI layer that shows thicker lines under the text when it has Thick underline applied. You can find basic information in this help article and check the demos for creating a custom UI layer in the online examples and preview/download the source of the example (as a standalone application) here.
In your case you can create a custom UI layer that filters the spans depending on the UnderlineDecoration and add UIElements to the layer that will make the line thicker.
Have in mind, though, that the UILayers are used for presentation purposes only, so when exported to docx, rtf, etc., the size of the underlines will remain thinner.
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