Sorry, but my question is unclear.
In fact, I created a new environment with the package amsthm in LuaLaTeX like this :

\newtheoremstyle{exa}
      {\topsep}{\topsep}
      {}
      {0pt}
      {\strut\bfseries}
      {}
      {\newline}
      {\rule[0pt]{1mm}{1mm} \thmname{#1}\thmnumber{ \textup
      {#2}}\thmnote{ \textnormal{(#3)}}}
    \theoremstyle{exa}
    \newtheorem{ex}{Exercice}

I try to do the same with ConteXt.

 correctiondm7_seconde.pdf

@Wolfgang The paragraph should find the following line, and not on the same line of text.

@Peter I do not see what changes adding "inbetween = „.