Column with alpha numeric need to be sorted based on numeric part splitteed by "." and formated as required as new column in the same dataframe

Question

I have a data frame with 20+ columns and I would like work on one column need to be formatted and sorted as per numeric values in that column. Could someone please help me how to get Col Required as output in the same dataframe?

Below is the input column in dataframe.

Col
H.14.01.2
H.14.01.11
H.14.2
H.14.01.12
H.14.01.20
H.14.02.02
H.14.02.J
H.14.01.1
H.14.01.A
H.14.01.11.1
H.14.01.12.b

Output Required As:

Col Required
H_14_01_01
H_14_01_02
H_14_01_11
H_14_01_11_01
H_14_01_12
H_14_01_12_B
H_14_01_20
H_14_01_A
H_14_02
H_14_02_02
H_14_02_J