Please describe what you are attempting to do. The code runs but I have no idea what the output should be.
And your index is likely failing because you have quotes around the value in "HELP" so there isn't a match in the string.
And you really don't need to keep calling symget:
DATA TEST2;
FORMAT WORD CONT $200.;
DO I=1 TO 3 UNTIL(CONT="");
WORD=SCAN("&nom.",I, " ");
CONT=SCAN("&nom.",I+1, " ");
MACRO_VAR="&nom.";
HELP="'" || strip(WORD) || "'";
NOK=INDEX("&nom.",strip(WORD));
OK=INDEX("&nom.", 'ARNE');
OUTPUT;
END;
RUN;