I'm not sure about the behaviour of the CLI in relation to usernames with spaces... I assume it also supplies the underscore automatically. You could check the log (FAHLog.txt) to see what it prints out on startup to see if it's adding an underscore or not.
The thing where you select Folding@Home... it doesn't do multiple projects, at least not anymore. Selecting Genome@Home (aka GAH, your other option) would cause it to prefer G@H WUs over F@H WUs. However, now that Genome@Home is no longer operational, selecting G@H just makes the client prefer "timeless tinkers" - work units that effectively don't have a deadline. I think it automatically downloads 8 of them at a time, in case the network is not available.