We try to explain how to arrive mechanically at a calculation that works.
Let $P_{k}=11^{k+1} +12^{2k-1}$. Suppose that we know that $133$ divides $P_n$. We want to show that $133$ divides $P_{n+1}$.
If this is true, then $133$ must divide $aP_{n+1}-bP_n$ for any integers $a$ and $b$. Moreover, if we can find integers $a$ and $b$ such that $133$ divides $aP_{n+1}-bP_{n}$, with $a$ relatively prime to $133$, then we will know that $133$ divides $P_{n+1}$.
After all the semi-abstraction, let's do the details. We are looking at
$$a\left(11^{n+2} +12^{2n+1}\right) -b\left(11^{n+1}+12^{2n-1}\right),\tag{$1$}$$
and want to choose $a$ and $b$ so that the expression $(1)$ is simple (and $a$ is relatively prime to $133$). There are two obvious choices that simplify $(1)$ a lot. These are $a=1$, $b=11$ and $a=1$, $b=12^2$. Each gives very pleasant cancellation.
Either choice works nicely. Let's use $a=1$, $b=12^2$.
Then expression $(1)$ is equal to
$$11^{n+2}-(144)11^{n+1}.$$
But this simplifies to
$$11^{n+1}(11-144),$$
which certainly is divisible by $133$, so we are finished.
Remark: The above calculations were motivated by the Euclidean algorithm for calculating greatest common divisors, though one does not need to know this to use the procedure effectively. Note that versions of the procedure can be used in a mechanical way for any problem with the same basic structure.
Added: Marvis has given a nice argument using cube roots of unity that the polynomial $1+x+x^2$ divides $x^{n+1}+(1+x)^{2n-1}$. That can also be done by induction, with an argument that is insensitive to the underlying integral domain. In the language of the post above, choose $a=1$ and $b=(1+x)^2$. Then
$$a\left(x^{n+2}+(1+x)^{2n+1}\right)-b\left(x^{n-1}+(1+x)^{2n-1}\right)$$
simplifies to $-(1+x+x^2)$, which is clearly divisible by $1+x+x^2$.