The Liszt evidence is one famous class of anecdote: in rehearsal at Weimar he reportedly asked the orchestra for passages a little bluer, or more rose, insisting the color language was exact rather than poetic. The reports are period ones, printed in his lifetime era and repeated by credible sources, but they are observations by others rather than his own testimony.
That puts him a rung below the self-documented historical cases. Directing in color terms is suggestive of genuine chromesthesia; it is also something a vividly metaphorical conductor might do.
We file him as historical on the strength and age of the sourcing, with the secondhand nature stated plainly. He appears on every famous-synesthetes list; the honest version carries this asterisk.