Since Nuxeo 5.5, all datasource have effectively been merged into one common datasource. For instance, templates/common/config/default-sql-directories-bundle.xml is using datasource jdbc/nxsqldirectory which is bound to the common jdbc/nuxeo.

The common DS is defined in templates/default/conf/server.xml:

<!-- Common datasource for all basic nuxeo datasources -->
<Resource name="${nuxeo.db.commonds}" auth="Container" type="javax.sql.DataSource"
    maxActive="100" maxIdle="30" maxWait="10000" driverClassName="${nuxeo.db.driver}"
    url="${nuxeo.db.jdbc.url}" validationQuery="${nuxeo.db.validationQuery}"
    username="${nuxeo.db.user}" password="${nuxeo.db.password}" />

With nuxeo.db.commonds=jdbc/nuxeo (set in templates/default/nuxeo.defaults).

That common DS is referenced by other datasources in templates/default/conf/Catalina/localhost/nuxeo.xml.

You can still create custom datasources in a custom nuxeo.xml and reference them in your XML extension points.

If doing so, you should create a custom template for overriding nuxeo.xml.

Please read the Setup documentation.