I ended up with this script:
set hour=%time:~0,2%
if "%hour:~0,1%" == " " set hour=0%hour:~1,1%
echo hour=%hour%
set min=%time:~3,2%
if "%min:~0,1%" == " " set min=0%min:~1,1%
echo min=%min%
set secs=%time:~6,2%
if "%secs:~0,1%" == " " set secs=0%secs:~1,1%
echo secs=%secs%
set year=%date:~-4%
echo year=%year%
:: On WIN2008R2 e.g. I needed to make your 'set month=%date:~3,2%' like below ::otherwise 00 appears for MONTH
set month=%date:~4,2%
if "%month:~0,1%" == " " set month=0%month:~1,1%
echo month=%month%
set day=%date:~0,2%
if "%day:~0,1%" == " " set day=0%day:~1,1%
echo day=%day%
set datetimef=%year%%month%%day%_%hour%%min%%secs%
echo datetimef=%datetimef%
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