@acer Thank you. Both your methods work in producing italic D in output.

My input method (in Document mode, D Shift-underscore-underscore) does not have that effect.

I am actually looking for a way to make it work in input like in the last line below (currently manually by selecting D and format as italic). Are there better ways, more automatic?

The macro solution works great for D as standalone but not D with a subscript, such as D_b.(or I don't know how to). Can anyone help? Thanks.