The potentials $\phi$ and $\vec{A}$ in electromagnetism are the canonical examples of quantities which aren't gauge-invariant. For instance, we are free to shift the electric potential $\phi$ by a constant without changing the physics; this shift is called a gauge transformation. It is a change in our description of the system, but not a change in any physical properties of the system. All physical quantities must be gauge-invariant, therefore. Examples include $E$ or $E \cdot B$.
Usually when people use the word 'scalar' in this context, they mean 'number which is invariant under Lorentz transformations'. So there is no such thing as a scalar which is not Lorentz invariant. If by 'scalar' one means 'number which is invariant under rotations', then $E\cdot E$ does the trick for your first question. This quantity changes under Lorentz transformations. Finding numbers which don't change under Lorentz transformations is easiest to do if we reformulate electromagnetism in relativistic terms. The canonical examples are $E \cdot B$ and $E^2-B^2$.