You must have forgotten to set Underline on in the Change To format. How do I know? Because if you had, you'd have another problem — the entire string would be underlined! You cannot set some sort of formatting to just “apply to $2″ — formatting in the Change To field is always applied to all of the text in it.
In addition, you should try to avoid changing text if all you need is change formatting. Leave the Change To text field blank and make sure the Find field only “finds”, i.e. selects, what you want to format.
So how to do that? Since you want to do 2 different things, there is no other option than doing one at a time. First, add the extra text, which you got covered. (But the period is a “wild card” character in Find. You need to escape it with a backslash to make sure it only matches actual periods.)
Then use Lookbehind/Lookahead, like this:
(?<=^Art. )d+(?= (vroeger)
and put just Underline in Change To. This looks for digits that are preceeded by “Art.” and followed by ” (vroeger”. Since the parenthesis is also special in a Find GREP, it again needs an escape.
If you do a Find Next, you will see this will highlight only the digits, and it'll be safe to change all.