Yes, most roofing manufacturers will only give the full warranty if you use what they call their system. This is typically using all of their products.
There are a variety of underlayment options on the market such as 15/30 lbs felt, modified rubber and more. At the very least, the roofing company should use 15 lbs felt.
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Depending on the pitch of the roof a lower pitched roof like a 4/12 a #15 roof felt would be recomended 5/12 to 12/12 #30 roof felt is recomended. There are other options for underlayment but to answer the question the brand of underlayment is recomended to be the same brand as the shingles for manufactory warranty
The underlayment is one of the critical parts. It is used to prevent leaks from water and to block any moisture from setting on the newly installed roof by creating an additional layer of protection. Most people are now using synthetic underlayment as it add more of a protective barrier in extreme weather conditions.
The underlay is one of the most important parts of the roof. It is what protects the wood from leaks. It also is a big part of the warranty on the roof.
We generally use synthetic felt with ice & water shield where ice dams are possible or required by code.