featurecounts output changes the underscores in the sample name into dots

Why don't you simply grep the sample names from disk and then put them as colnames back into the output?
Something like this:

tmp.files <- list.files(path = "~/Desktop/", pattern = ".bam", full.names = TRUE)

tmp.names <- sapply(strsplit(tmp.files, split="\/"), function(x) rev(x)[1])

countmatrix<-featureCounts(files = tmp.files,
                           annot.ext = "~/Desktop/test.saf")

colnames(countmatrix$counts) <- c(tmp.names)
colnames(countmatrix$stat)   <- c("Status", tmp.names)