The following information is available on the NLM (content provider of Medline) homepage:

"Medical Subject Headings (MeSH®) controlled vocabulary contains Supplementary Concept Records (SCRs) in addition to Main Headings (also called Descriptors) and Subheadings (also called Qualifiers). MEDLINE indexers regularly come across substances in the literature that are not currently MeSH headings. When this happens, NLM staff adds these substances to the MeSH vocabulary as Supplementary Concept Records (SCRs). While MeSH headings are updated annually, new SCRs are added weekly."

The NLM does not supply the SCRs to Dialog as part of the Medline MeSH Thesaurus, so there is no option available to present those terms within the Dialog Medline Thesaurus. But the SCRs are supplied to Dialog separately and so the work-around here is to search the SCR terms as "free text" terms to see, if the terms appear in the "substance" field of a Medline article or search the SCR terms in the substance field directly
 
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