The very first drain of water (either from the sink or bath shower or bath tap or commode shower) generates a very bad smell like an underground drain. Please guide to solve. I have checked the trap below the sink its OK. Is there any trap for the bath shower/tap and for the commode shower?

There should be a trap for the shower drain. Also check the wax ring for the toilet.

Rotting hair and grease make up most tub/shower and lavatory smells. Try this. Get a few gallons of bleach and tonight pour 1/2 gallon down each smelly drain. Let it set over night. Next morning flush the drains out with a few large3 pans of boiling water This is important. The bleach will make the hair slippery and began to dissolve and the boiling water will melt the grease and flush the mess away.
Good luck, Tom