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  s/\*\*([^\*]+)\*\*\s\,\s\*\*([^\*]+)\*\*(\s\,)?/(grep {index($_,'_')
+>=0} $1,$2)?"**$1_($2)**":$&/ge;

while(<DATA>) {
  s/(\*\*([^\*]+)\*\*\s\,\s\*\*([^\*]+)\*\*(\s\,)?)/(grep {index($_,'_
+')>=0} $2,$3)?"**$2_($3)**":$1/ge; 
  print;
}