Don't forget the built-in JMP functions for doing string manipulation, like Substitute(), Munger() and, my favorite, Word(). The syntax for those might be easier to deal with for something like this.
str="Fine.2020.Optional.(Not)";
show(substitute(str, ".", "_"));
show(word(1, str, ".") || "_" || word(2, str, ".") || "_" || word(3, str, "."));
show(concat items(words(str, ".")[1::3], "_"));
Log:
Substitute(str, ".", "_") = "Fine_2020_Optional_(Not)";
Word(1, str, ".") || "_" || Word(2, str, ".") || "_" || Word(3, str, ".") = "Fine_2020_Optional";
Concat Items(Words(str, ".")[Index(1, 3)], "_") = "Fine_2020_Optional";
-Jeff