This really is my table:

/* oefenreeks leerplan */
CREATE TABLE leerplan_oefenreeks ( 
    leerplan_oefenreeks_id INT PRIMARY KEY AUTO_INCREMENT NOT NULL, 
    leerplan_id            INT NOT NULL, 
    oefenreeks_id          INT NOT NULL, 
    plaats                 INT NOT NULL 
);

/* fk */
ALTER TABLE leerplan_oefenreeks ADD CONSTRAINT fk_leerp_oefenr_leerplan
FOREIGN KEY(leerplan_id) REFERENCES leerplan (leerplan_id) ON DELETE CASCADE; 

ALTER TABLE leerplan_oefenreeks ADD CONSTRAINT fk_leerp_oefenr_oefenreeks 
FOREIGN KEY(oefenreeks_id) REFERENCES oefenreeks (oefenreeks_id) ON DELETE CASCADE; 

/* when I execute the nexline, my fk_leerp_oefenr_leerplan constraint vanishes/disappears*/
ALTER TABLE leerplan_oefenreeks ADD CONSTRAINT un_leerp_oefenr UNIQUE(leerplan_id, oefenreeks_id);

ALTER TABLE leerplan_oefenreeks ADD CONSTRAINT un_leerp_oefenr_plaats UNIQUE(leerplan_id, plaats); 

After I go and appearance only 3 constraints exist. fk_leerp_oefenr_leerplan vanishes. I do not realise why this occurs.

Additionally to Konerak's suggestion, observe that foreign key constraints aren't produced when utilizing MyISAM, that is MySQL's default storage engine. You should use InnoDB rather, by indicating it within the CREATE TABLE statement:

CREATE TABLE leerplan_oefenreeks ( 
    leerplan_oefenreeks_id INT PRIMARY KEY AUTO_INCREMENT NOT NULL, 
    leerplan_id            INT NOT NULL, 
    oefenreeks_id          INT NOT NULL, 
    plaats                 INT NOT NULL 
) ENGINE=InnoDB;

Test Situation with default storage engine, MyISAM:

CREATE TABLE t1 (id int PRIMARY KEY);
CREATE TABLE t2 (id int, t1_id int);

ALTER TABLE t2 ADD CONSTRAINT fk_t1t2 
FOREIGN KEY(t1_id) REFERENCES t1 (id) ON DELETE CASCADE; 

SELECT   *
FROM     information_schema.KEY_COLUMN_USAGE
WHERE    table_name ='t2' AND
         constraint_name <>'PRIMARY' AND referenced_table_name is not null;

Empty set (0.08 sec)

Test Situation with InnoDB storage engine:

CREATE TABLE t1 (id int PRIMARY KEY) ENGINE=InnoDB;
CREATE TABLE t2 (id int, t1_id int) ENGINE=InnoDB;

ALTER TABLE t2 ADD CONSTRAINT fk_t1t2 
FOREIGN KEY(t1_id) REFERENCES t1 (id) ON DELETE CASCADE; 

SELECT   *
FROM     information_schema.KEY_COLUMN_USAGE
WHERE    table_name ='t2' AND
         constraint_name <>'PRIMARY' AND referenced_table_name is not null;

+--------------------+-------------------+-----------------+---------------+
| CONSTRAINT_CATALOG | CONSTRAINT_SCHEMA | CONSTRAINT_NAME | TABLE_CATALOG |
+--------------------+-------------------+-----------------+---------------+
| NULL               | test              | fk_t1t2         | NULL          |
+--------------------+-------------------+-----------------+---------------+  ...
1 row in set (0.00 sec)