Let V be a g-module and ρ the corresponding representation of g.
(i) If a is a nilpotent element of g, and if ρ(a) is locally nilpotent,
ρ(eadab)=eρ(a)ρ(b)e−ρ(a)
for all b∈g.
(ii) If α∈R and if the images under ρ of the elements of gα and g−α are locally nilpotent, the set of weights of V is stable under the reflection sα.
With the assumptions in (i), we have ρ((ad a)nb) = (ad ρ(a))nρ(b) for all n≥0, so ρ(eadab)=eadρ(a)ρ(b). On the other hand,
eadρ(a)ρ(b)=eρ(a)ρ(b)e−ρ(a)
is assertion (ii) of Chap. VII, §3, no. 1, Lemma 1.
We now adopt the assumptions in (ii). Let θα=eadXαeadX−αeadXα. By (i), there exists S∈GL(V) such that ρ(θαb)=Sρ(b)S−1 for all b∈g. Now θα∣h is the transpose of sα(§2, no. 2, Lemma 1). Let λ be a weight of V. There exists a non-zero element x of V such that ρ(h)x=λ(h)x for all h∈h. Then
ρ(h)S−1x=S−1ρ(tsαh)x=S−1λ(tsαh)x=(sαλ)(h)S−1x
for all h∈h. Consequently, sαλ is a weight of V.
Bourbaki sets the proof directly after the statement, and the corpus does not separate them, so what is above is the statement and its proof together.