In the book by Porter, Lewis, and Michael Ullman, Sidney Bechet and His Long Song.. It is said:

What one hears in Sidney Bechet's early work is a virtuosic extension of his New Orleans clarinet tradition. As a boy, Bechet was immersed in that tradition: he studied with creole clarinetists Lorenzo Tio, "Big Eye" Louis Nelson, and George Baquet...
So it is confirmed that Bechet studied with one of the Lorenzo Tios, but it's not clear which one it was. Lorenzo Tio Jr. was 4 years old older than Sydney so I'm not sure he could be teacher, but why not... It could also be Lorenzo Sr. who was also a master clarinettist.