Tirumantiram, by Tamil Siddha/Yogi/Tantric Tirumular, talks about Shiva as Supreme/Primordial Yogi. The text is divided into various Tantric sections. In verses 337 and 338 of Tantra Two, Rishi Agastya is mentioned to be one of the first disciples of Supreme Yogi Shiva, who brought down some of the teachings of Shiva from the North of the Himalayas to South India. This again coincides with Sadhguru's version of Shiva asking the Saptarishis to spread Yoga to different parts of the world and asking Rishi Agastya muni to come to the South of India. The text further states that Rishi Agastya later also became a companion and Guru of Tirumular himself and helped him grow in Yoga. In Sadhguru's version of the AdiYogi Story, Rishi Agastya is one of the seven sages that learn Yoga from Shiva. So, at the very least, this aspect of Sadhguru's story matches what Tirumular states.
As you mentioned, in Nath Yogi tradition, Shiva is considered as AdiNath (First Nath) or AdiGuru (First Guru), which is synonymous with AdiYogi (First Yogi), given that Nath Yogi tradition emphasizes more on the practical application of Hatha Kundalini Yoga rather than an intellectual discussion on metaphysics.
In Dattatreya Yoga ShashtraShastra, there is the following conversation between Dattatreya and Samkrti that also states that Shiva teaches esoteric techniques to Parvati and some "leaders of his troop" (maybe a small number of sages?) at Srikantha (a mountain of the Garhwal Himalaya in Uttarakhand India) and other places. The conversation -->
In Vijnana Bhairava Tantra, Shiva/Bhairava is also considered as Supreme (First and Foremost) Yogi to teach Shakti/Bhairavi 112 ways to attain liberation. This matches the aspect of Sadhguru's version where AdiYogi taught 112 ways to liberation.
Shiva is also known as AdiyogiPrimordial Yogi Shiva in a few other Indian texts and traditions like [Shiva Samhita, e.g. translation by Mallinson; Varenne, p. 82; Marchand for Jnana Yoga].
Here is a link to the website of a very real Himalayan Yogi known as MahaSiddha IshaPutra, the Peeth of Kaulantak lineage. He and his lineage have no relation to Sadhguru. They also consider Shiva to be the First and Supreme Yogi who provided Yoga to the rest of the world. Link
Tantric Tibetan Buddhism (which is very different from Gautama Buddha's Theravada Buddhism) has a famous text called "Kalachakra Tantra." Tantric Buddhism has more in common with Shaivite-Shakta Tantra traditions than with other branches of Buddhism. In that text, "Maha Kala" (a famous fierce form of Shiva) is considered to be the supreme force and provider of Yoga. However, they do not equate Maha Kala with Shiva. They equate Maha Kala with "AdiBuddha" (First Buddha/Primordial Buddha), a blue-colored fierce Yogi with a Shakti-like consort. AdiBuddha matches Shiva more than Gautama Buddha. This makes some think that they are trying to convert "Shiva" into "Buddha" to fit him into the Buddhist framework. This is also one of the many reasons why Theravada Buddhists consider Tantric Buddhists as heretics.