One possible example was in an article that Madison wrote for The National Gazette in December 1791. In this piece, entitled ‘Public Opinion,” he stated: “[A]s government is influenced by opinion, it must be so, by whatever influences opinion. This decides the question concerning a Constitutional Declaration of Rights, which requires an influence on government, by becoming a part of the public opinion.” This article came out four days after the first set of amendments was ratified. Thus, in context maybe this passage was referring to what was just ratified as a “Declaration of Rights.” If so, though, this was a pretty oblique way of making the point.
I’ve also gone through Madison’s Report on the Virginia Resolution, which contained a detailed analysis of the Alien and Sedition Acts. In that Report, Madison refers only to “the amendments” and quotes from the First and Tenth Amendments. He never calls the amendments a bill of rights or the bill of rights.
There are no references to the Bill of Rights in Madison’s presidential papers. We’ll see what I find when I go through his papers in retirement.