How to use subscript in pattern names?

You can use Symbolize, from the Notation package following the tutorial as you did.

Then, just take the precaution of writing the pattern with its head explicit, such as:

Pattern[xr, _]

The problem is that Mathematica can't interpret the short notation for patterns (xr_ for example) if it has a box structure before the "_"

As mentioned by Rojo in the answer above,

xr_

can't be interpreted as desired even after Symbolize is used, but one doesn't need to write Pattern in its FullForm to circumvent the problem, actually you just need one more : i.e.

xr:_

Example: