TheAs indicated in the comments, the notation $\def\HH{\underline{\rm H}}\def\H{{\rm H}}\H^0(X,\HH^p(X,F))$ appears to be a notation for$\def\HH{\underline{\rm H}}\def\H{{\rm H}}\HH^p(X,F)$ is defined (for example) by Milne in Étale Cohomology as the $p$th (hyper)cohomology groupright derived functor of the inclusion functor from the category of sheaves of abelian groups to the category of presheaves of abelian groups on the same site. This is also known as hypercohomology and is studied under this name by Grothendieck, although I could not locate this notation in his paper.
In modern terms, we can compute $\HH^p(X,F)$ by replacing $F$ with a locally quasi-isomorphic presheaf $G$ of chain complexes that satisfies homotopy descent, ie.eg., takeby fibrantly replacing in the injective resolution (equivalently: local fibrant replacement)injective model structure on presheaves or sheaves of $F$ and then takechain complexes, or the $p$th cohomology grouplocal projective model structure on presheaves of its sections over $X$chain complexes. Thus, Then $\HH^p(X,F)$ could be taken to be the presheaf that sends an open subset $U⊂X$ tois simply the $p$th hypercohomologycohomology group of $F$ over $U$. The global sections of this presheaf are precisely$G$ computed in the $p$th hypercohomology groupabelian category of $F$ over $X$presheaves of abelian groups.
The keyword to look for in older sources is hypercohomology. The less old, the newer sources may simply be talking about the derived category of sheaves. The, and even newer sources might say something like the “homology“cohomology presheaf of an ∞-sheaf of chain complexes”.