I have already looked into ANSI escape codes, but it looks like only underlining is supported.
Do I miss something or is there another option?
If it is not p
According to the ECMA-48 standard for terminals, SGR (Select Graphic Rendition) code number 9 is supposed to enable crossed-out text. However, the ANSI escape code wikipedia page says that it's not widely supported, and I'm not aware of any that do. I'd suspect that's because DEC's VTxxx series didn't support it.