Sadhguru Jaggi Vasudev has a large following in India and abroad. His main sculptural work is the Adiyogi Statue in Velliangiri hills, Coimbatore.
Does the Statue have any Sthala purana or is it referenced in any ancient scripure? I mean, though Lord Siva is an important deity of Hinduism, and there are references in some Tantric and yogic texts that Lord Siva as Adinatha first taught the yogic principles to either Parvati (Svara Yoga/ Shiva samhita) or Yogi Matsyendra natha ( Hatha Yoga). But the particlar facts that Sadhguru states do not seem to have a scriptural basis. Some selected facts he states are: (taken from here )
This first transmission of yogic sciences happened on the banks of Kanti Sarovar, a glacial lake a few miles beyond Kedarnath in the Himalayas, where Adiyogi began a systematic exposition of this inner technology to his first seven disciples, celebrated today as the Sapta Rishis. This predates all religion. Before people devised divisive ways of fracturing humanity to a point where it seems almost impossible to fix, the most powerful tools necessary to raise human consciousness were realized and propagated.
In the yogic culture, Shiva is not seen as a God. He was a being who walked this land and lived in the Himalayan region. As the very source of the yogic traditions, his contribution in the making of human consciousness is too phenomenal to be ignored. Every possible way in which you could approach and transform the human mechanism into an ultimate possibility was explored thousands years ago. The sophistication of it is unbelievable. The question of whether people were so sophisticated at that time is irrelevant because this did not come from a certain civilization or thought process. This came from an inner realization. This had nothing to do with what was happening around him. It was just an outpouring of himself. In great detail, he gave a meaning and a possibility of what you could do with every point in the human mechanism.