Underline character style for numbered list

Hi, i have a Paragraph Style that uses Nested Style to apply a Character Style which underline my text. This text is steps procedures (step 1, step 2, etc...) so i wanted to use the auto numbered list feature. InDesign apply my Character Style but not the underline part. Why?

This underline is 13 pt blue and my text is white (to create a blue box with white text in it) so all i see is nothing because, well, my text is white! If i choose another Character Style, it works well but all those with underline doesn't apply the underline.

Thanks

Ben