Under City is a mytheme and complex of structures that is likely to be a major set piece during the great destructive fiery holokaustos of Revelation, which will occur toward the conclusion of the last days. We have seen this before in the Warcraft series, where Under City is an underground city of the damned; a fortress citadel of undeath.
There is also an argument from common sense here. Given the near certainty that there will be nuclear combat during the final 7 years (that will be a very long 7 years when every day is hell on earth), the scenario I think is best summarized by a quote from Doctor Strangelove.
Muffley: But look here doctor, wouldn't this nucleus of survivors be so grief-stricken and anguished that they'd, well, envy the dead and not want to go on living? 
The more conventional term for Under City (mytheme) is deep underground military bunkers (D.U.M.B.s), which is far more cumbersome to write and speak, and to read, especially over and over so many times (similar in that regard to harpazo, the pre tribulation rapture of the church). The longhand descriptive names for harpazo and under city are quite a mouthful indeed. Under City has the advantage of being agile to say, memorable, and accurately descriptive.
7 Their land also is full of silver and gold, neither is there any end of their treasures; their land is also full of horses, neither is there any end of their chariots:
8 Their land also is full of idols; they worship the work of their own hands, that which their own fingers have made:
9 And the mean man boweth down, and the great man humbleth himself: therefore forgive them not.
10 Enter into the rock, and hide thee in the dust, for fear of the Lord, and for the glory of his majesty.
11 The lofty looks of man shall be humbled, and the haughtiness of men shall be bowed down, and the Lord alone shall be exalted in that day.
12 For the day of the Lord of hosts shall be upon every one that is proud and lofty, and upon every one that is lifted up; and he shall be brought low:
17 And the loftiness of man shall be bowed down, and the haughtiness of men shall be made low: and the Lord alone shall be exalted in that day.
18 And the idols he shall utterly abolish.
19 And they shall go into the holes of the rocks, and into the caves of the earth, for fear of the Lord, and for the glory of his majesty, when he ariseth to shake terribly the earth.
20 In that day a man shall cast his idols of silver, and his idols of gold, which they made each one for himself to worship, to the moles and to the bats;
21 To go into the clefts of the rocks, and into the tops of the ragged rocks, for fear of the Lord, and for the glory of his majesty, when he ariseth to shake terribly the earth.
Revelation 6:12 And I beheld when he had opened the sixth seal, and, lo, there was a great earthquake; and the sun became black as sackcloth of hair, and the moon became as blood;
13 And the stars of heaven fell unto the earth, even as a fig tree casteth her untimely figs, when she is shaken of a mighty wind.
14 And the heaven departed as a scroll when it is rolled together; and every mountain and island were moved out of their places.
>> 15 And the kings of the earth, and the great men, and the rich men, and the chief captains, and the mighty men, and every bondman, and every free man, hid themselves in the dens and in the rocks of the mountains;
>> 16 And said to the mountains and rocks, Fall on us, and hide us from the face of him that sitteth on the throne, and from the wrath of the Lamb:
17 For the great day of his wrath is come; and who shall be able to stand?