How to add a dead key to an existing keyboard

[rmi3]

Hi,
I am using a French keyboard. For some translitterations of Arabic, I would like to add a new dead key, say the key 8 (which is an underscore _ in state normal, with a French keyboard).
And I would like to get

_ + a => ā
_ + A => Ā
_ + e => ē
_ + E => Ē
etc.

Actually, there are some other keys I would like to change into dead keys, but I imagine that if I know how to do with this one, I will understand how to do with another one!

Could somebody explain me how to get that?

Thanks a lot,

Rémi