Sadhik
From your example, it appears that the reference number 3 is not missing or duplicated, but out of order. 2 is missing and 4 has no place in the text. You can't highlight something that isn't there!!!!
What is you ULTIMATE goal? If it is correctly sequenced reference numbers then perhaps:
Sub Macro1()
Dim oRng As Word.Range
Dim lngIndex As Long
Set oRng = ActiveDocument.Range
With oRng.Find
.Text = "[0-9]{1,}"
.Font.Superscript = True
.MatchWildcards = True
While .Execute
lngIndex = lngIndex + 1
If lngIndex <> CLng(oRng.Text) Then
oRng.Select
oRng.Text = InputBox("The selected reference number is does not match the expected value." & vbCr + vbCr _
& "Either the reference numbers are out of order or one or more" _
& " reference numbers are missing from the sequence." & vbCr + vbCr _
& "The expected number is " & lngIndex, "SEQUENCE ERROR", lngIndex)
End If
oRng.Collapse wdCollapseEnd
Wend
End With
lbl_Exit:
Exit Sub
End Sub