Have you set an upper limit on Auto ISO adjustment? Obviously the camera won't adjust the ISO past the set limit (nor beyond the maximum possible ISO if no limit set) so underexposure will be indicated.

Not sure if the same is possible with Nikon but with my Canons there is an exposure lock button. When a flash is activated pressing this button forces the camera to perform a flash calculation and the results are displayed in the finder for you to check - also as long as the button is held down or the shutter released within 6 or so seconds this is the exposure used.

Are you using the inbuilt flash or a Speedlite? Speedlites are a lot more powerful than the inbuilt one and it's quite possible that the flash is sufficiently powerful to illuminate the scene without recourse to ISO adjustment.

Another thing to point out is that the exposure reading in the finder refers to the ambient light of the scene, all an underexposure reading means is that the background may be underexposed on taking the picture. As long as the subject (which should be the thing you focused on) is within the range of the flash that should be properly exposed. This largely applies to the P, A and M modes only - in S mode the camera will normally set the maximum shutter/flash synchronisation speed and adjust the flash output (and aperture if necessary) purely for the subject and ignoring the ambient light. The result in S mode will usually be a perfectly exposed subject and an underexposed background (and possibly an overexposed foreground if the subject is a bit far back). In P, A and M the camera attempts to balance the flash with the ambient light for a more natural result so you will find the shutter speed is often set well below the max sync speed (beware of camera shake if the speed is too slow). Again I don't know if Nikon are the same but with my Canons there is a menu item that tells the camera that you want to use slow sync speeds otherwise the camera will only go down to the minimum programmed shutter speed allowed for the lens in use.

You are also learning that you can't totally rely on automation but sometimes need to take personal control........... a valuable lesson at anytime...