If you want to perform strict format checking and enforce the format of other parts of the filename, and not just replace the first underscore, you may still want to use REGEX REPLACE though. This example will perform the replace ONLY if the filename string starts with exactly 5 digits followed by an underscore, followed by 1 to 5 alphabetic characters, followed by exactly 5 digits and then ".pdf". The parts of the string to "remember" are grouped within parenthesis and are referenced numerically left to right. So the replacement string then is the first remembered group (referenced with a dollar sign), the underscore and the date along with the fixed string, then the second remembered group. Note if the exact pattern is not matched, the replacement is not performed and the original string is returned. This may not be the desired action. Test by deleting one of the numbers from the front of the filename or adding characters to the alpha part after the underscore.
{REGEX(Replace|12345_TEXT19345.pdf|^(\d{5})_([A-Za-z]{1,5}\d{5}.pdf)|$1_{DATEFORMAT(yyMMdd)}_00_205 I$2)}