Mr Bazoum, along with his wife and son, has been restricted to the presidential house since the coup on 26 July.
On 19 October he tried to flee with his family, cooks and security via helicopter - but they were stopped.
Family members say the last time they heard from him was the day before the escape plan.
There have been local and international calls for the president to be released.
Niger is in a region which has seen several military coups in recent years, including in neighbours Mali and Burkina Faso.
Militant Islamist groups have gained ground by controlling territory in parts of Mali, Niger and Burkina Faso.
Niger's military junta cited the worsening security situation as a reason for their takeover in July.
Since the coup, the former president's relatives have spoken out about the "abusive" treatment they have dealt with at the hands of the new military regime.
The family lawyer, Ould Salem Said, said there was a worrying "fixation on President Bazoum's family" by the military authorities.
Mr Said has filed a legal complaint over the treatment.
The regional West African bloc, Ecowas, has urged the coup leaders to restore Mr Bazoum to the presidency.
Ecowas had threatened military intervention if diplomatic efforts failed and has imposed heavy economic sanctions.
The military government has said it may require up to three years for a transition to civilian rule.
Ecowas rejected the three-year proposal and talks are still ongoing.