Underline or italicize foreign words or abbreviations unless they are regularly used in English.
Because the English language is very flexible, it may sometimes be hard to tell whether some words are widely used. Check any word or phrase you have a question about in a dictionary.
Clearly words like champagne or chimpanzee or an abbreviation like etc. are not native English words, but they are widely used so underlining words like them is not necessary.
Incorrect: That was a pro bono legal brief.Correct: That was a pro bono legal brief.
(Legal term from Latin, used by lawyers but otherwise not common.)