In the documentation (http://dlang.org/lex.html#HexadecimalInteger) as it currently stands the HexLetter is specified as including the underscore, which in a strict interpretation means that the following escape sequences are allowed:

\x__ (from \x HexDigit HexDigit)
\u____ (from \u HexDigit HexDigit HexDigit HexDigit)
\U________ (from \U etc.)

I have changed this and also specified HexDigitUS as it was left out.

You can find the changes on my GitHub repo, here:

https://github.com/andre-artus/dlang.org/commit/291c2742b0a779d3aa6b678ceb0273e9aa82d8f9

It has the same issue as BinaryInteger in that it does not allow the first and last character to be an underscore.