Bourbaki defines a "scholie" in the preface of the Éléments de mathématiques as follows:
Sous le nom de « scholie », on trouvera quelquefois un commentaire d'un théorème particulièrement important.
I.e., a scholium (for Bourbaki)[for Bourbaki] is a commentary to a particularly important theorem.
There aren't many in the treatytreatise, but those that are seem to be non-mathematical, or meta-mathematical: essentially, they are a guidance on how to use the theorem or when to apply it, or an indication of a general proof technique. Something like "this theorem is useful for deriving results about foobars from the general theory of bazquxes by applying the frobnification functor and using the theorem to transfer the property". Not something formalizable as a mathematical statement.
Examples of scholia in Bourbaki are in AA IV §2 nº3 or FVRFVR VI §1 nº1 or INTINT IX §1 nº8. There is also one in ACAC VIII §3 nº3, but the latter seems to be just a corollary (of a corollary), so apparently younger Bourbaki authors didn't get the memo on what a scholium was supposed to be.