Store Community Support Documentation
Where can the username be modified to not accept - and _ I do not
want these to be allowed in the username.

Which script controls this ?
Not sure what you mean but it sounds like you want to stop people from using some usernames. Do that in the ban filters.
No I want to stop users being able to use the underscore and hyphen in their username "_" and "-"
Then you put it in the ban filters as mentioned.
That's not what i'm looking for.

What are the relevant registration scripts where I can modify ? I need to modify that code.