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Brahman / Brahma is frequently mentioned in the Upanishads as in the famous statement from Chandogya Upanishad 3.14.1:
सर्वं खल्विदं ब्रह्म
sarvam khalvidam brahma
All this is Brahman
Is the term Bhagavan also mentioned in any Upanishad, and if so does it convey the same meaning as in Vishnu / Bhagavata Purana?
Yes, in ShvetaaShvatara Upanishad, one of the Mukhya Upanishads:
सर्वा दिश ऊर्ध्वमधश्च तिर्यक् प्रकाशयन् भ्राजते यद्वनड्वान् ।
एवं स देवो भगवान् वरेण्यो योनिस्वभावानधितिष्ठत्येकः ॥ ४॥sarvA disha Urdhvamadhashcha tiryak.h prakAshayan bhrAjate yadvanaDvAn |
evaM sa devo bhagavAn vareNyo yonisvabhAvAnadhitiShThatyekaH || 5.4 ||V-4: Just as the sun shines lighting up all space above, below and across, even so does that one adorable God, the repository of all goodness and greatness, preside over everything that has the nature of a cause.
Here the word Bhagavan used to address Brahman in the sense of possessing opulences (ऐश्वर्य सम्पन्न) according to Bhashya of Adi Shankaracharya.
In the AtharvaShira Upanishad (32/3), we get
yat param brahma sa ekah, ya ekah sa rudrah yo rudrah sa ishAno ya ishAnah sa bhagavan maheswarah. Meaning the absolute Brahman is One, He is nemed as Rudra, Ishana and Maheswara.
Yes, the sense is the same.In Srimad-Bhagavatam also we get that the same Advaya (One without a Second) Tattva is named Brahman and Bhagavan.
vadanti tat tattva-vidas tattvaṁ yaj jñānam advayam brahmeti paramātmeti bhagavān iti śabdyate (SB 1.2.11)
The name Mahadeva of Bhagavan is mentioned in Srimad-Bhagavatam (11/12/3).
The definition of Bhagavan as the Absolute Brahman is present in many puranas including Vishnu-purana.
The Vishnu-Purana says about Bhagavan Vishnu :
Is Visnu merely the lord of protection and preservation? He is the embodiment of the divine Principle that permeates the entire universe in which the world-play of creation, preservation and dissolution is enacted. He ‘abideth in all.’ He is ‘all’. He assumes all forms (vide Vishnu purana 1.12.71)
