Lemma 1
Tag 098Q, permanent. Cite it as [Bourbaki, Tag 098Q].
Integration, chapter VI, § 1. Integration of vector-valued functions
The closure in (for the topology ) of every bounded subset of F is contained in the bidual .
For, a bounded subset of F is contained in the polar (in ) of a neighborhood of 0 in the strong dual of F, hence is relatively compact in for (TVS, III, §3, No. 5, Prop. 7 and No. 4, Cor. 2 of Prop. 4); since is induced by , the lemma is proved.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.