In case someone faces the same problem I have found a solution, which is not a very rigorous method, but works. I think that the problem arises when you build the pdf file using bookdown::pdf_file; if instead pdf_document is used (which I think is the default method for RMarkdown), \boldsymbol works (but you lose features from Bookdown like cross-referencing).
What I did to make it work is building the project with bookdown::pdf_file, going to the _book folder inside the project, copying the .tex file and pasting it inside _bookdown_files folder. Once that is done, just open the .tex file and compile it (you can open it with RStudio and click on "Compile PDF" button).
If anyone knows how to make it work directly from bookdown::pdf_file, let us know.