O código de macro a seguir parece funcionar para mim:
Sub Add_Hyperlinks_Bibliography()
On Error Resume Next
Set rngSearch = Selection
For I = 1 To ActiveDocument.Bibliography.Sources.Count
Selection.HomeKey Unit:=wdStory
strStyle = "Intensieve benadrukking"
strSearch = ActiveDocument.Bibliography.Sources.Item(I).Field("URL")
strAddress = strSearch
With rngSearch.Find
Do While .Execute(findText:=strSearch, MatchCase:=False, MatchWholeWord:=False) = True
With rngSearch 'we will work with what is found as it will be the selection
ActiveDocument.Hyperlinks.Add Anchor:=rngSearch, Address:=strAddress
.Style = ActiveDocument.Styles(strStyle) 'throw the style on it after the link
End With
rngSearch.Collapse Direction:=wdCollapseEnd
'keep it moving
Loop
End With
Next I
On Error GoTo 0
Set rngSearch = Nothing
End Sub
Obviamente, você teria que executar este código toda vez que atualizar o campo de bibliografia