How to create complex datatype for column with spaces in the name

I'm pretty sure you can't. If you are talking about the way that EF creates an object with properties that map to field names, like:

MyTable.First_Name

You can't have a property name with a space in it. This is the way that the language is designed, whitespace marks the end of an identifier or language element. You can't have whitespace inside elements, so it has to make it one long name.

I know somebody will jump on me for saying this, but in every database I've done, I go through great lengths to:

1. Avoid spaces in table and column names. This also messes up SQL statements.
2. Avoid common keywords (column name Date, for example)

This helps out a lot later.