Mealy bug scales, looks like. They like the sap of the bougainvillea, I think. You might try scraping them off gently onto something that you can get rid of and then I believe there is a horticultural oil that you can rub on the branch to sort of seal it, seal those places that they've gouged into the bark. I'll have to look up the kind of oil, though, not sure about it.
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