The record on Sibelius comes from biographers and those around him: he spoke of keys and sonorities in colors as a matter of course, matched home furnishings to musical colors by household anecdote, and described specific correspondences that stayed stable across accounts. His documented remarks connect colors to keys and timbres in the direction typical of chromesthesia.
As with all historical cases the evidence is testimony rather than testing, filtered through memoirists. But the accounts are multiple, independent, and casual, the pattern that tends to indicate a lived trait rather than a cultivated pose.
Sibelius rarely theorized about it publicly, which distinguishes him from the system-builders and keeps his case in the credible historical tier.