Japt, 15 bytes

®ou qÃò mq'_ q-

Try it

Input as an array of character arrays.

Explanation:

®ou qÃò mq'_ q-
® Ã # For each character array:
 ou # Uppercase the last character
 q # Join to a string
 ò # Cut into pairs of words
 m # For each pair:
 q'_ # Join to a single string with "_" in between
 q- # Join all those strings with "-" between

I feel like there's room for improvement, but unfortunately ò doesn't have an overload for "cut into pairs, then reduce each pair".

Japt, 18 bytes

®ou qÃov
ò mq'_ q-

Try it

Input as an array of character arrays.

Explanation:

®ou qÃov 
® Ã # For each word in the input:
 ou # Convert the last letter to uppercase
 q # Join to a string
 o # For the last word:
 v # Convert it to lowercase
 # Save as U
ò mq'_ q- 
ò  # Cut U into pairs of words
 m # For each pair:
 q'_ # Join to a single string with "_" in between
 q- # Join all those strings with "-" between