Learn Dutch: De dief was erg onopvallend. - The thief was very inconspicuous.

It is built from the separable verb opvallen (to stand out or be noticeable). First, it becomes a present participle by adding -d: opvallend (noticeable). Then, the negative prefix on- is added to mean the opposite: onopvallend (inconspicuous or unnoticeable).

Why doesn't "onopvallend" get an "-e" at the end here?

Because it is used as a predicative adjective, meaning it comes right after a linking verb (was) to describe the subject (De dief). Predicative adjectives in Dutch never get the -e ending. If it were placed directly before the noun, it would get the ending: de onopvallende dief.

Are "erg" and "heel" interchangeable when saying "very" in this context?

Yes, they are. You could perfectly well say De dief was heel onopvallend. Both erg and heel are used as adverbs of degree meaning "very", and there is no difference in meaning or formality here.

Can "onopvallend" also be used as an adverb?

Yes! While it acts as an adjective describing the thief in this sentence, it can easily describe an action. For example, Hij verliet onopvallend het gebouw (He inconspicuously left the building). The spelling remains exactly the same.