So right now I only use a "back-button" script for my landing pages.
Should I add a pop-under script as well?
I heard if not done right this could hurt conversions, but Im looking to squeeze out more ROI from my campaigns.
Thanks in advance 
Back-button for mobile & exit intent modal for desktop.
But honestly those are such small gains. Focus on testing stuff with bigger impact like better targeting, better ads, LP headlines, images, button CTAs etc.
I use poptin.com for popup and it got me few conversions. I think it is worth as I consider it a free money. However, as thedudeabides said there are more important other stuff.
good luck!
I can confirm that a popunder can screw up conversions, but what's a bigger problem, it can have a negative effect on the lead quality too.
This is caused by the simple fact, that some people sign up for both the main offer you are promoting and also for the offer that you show in the popunder. This is not happening on a large scale, but the problem is, it's done by the most motivated users who really want to become members ... so if they decide to pay in one site, they probably won't in the other one. I cannot really back this theory by real data, since it's extremely hard to prove it, but that's what I think about it and some dating advertisers I talked to had the same thoughts.
If you can get a properly working exit pop script, that should be way less dangerous.
However, as thedudeabides already wrote, these things have rather minor effect, even when done properly.