In general, you should avoid sending any money online to anyone whose identity you cannot verify and confirm. There is lots of identity theft, credit card theft, PayPal theft, and other fraud and crimes online. I have read forum threads from people who have paid for online coaching and have never received the lessons. The mods always delete all these threads soon after they are opened. I am not aware of any escrow services offered by lichess. For your own protection, I suggest you to avoid giving any coaches any money in advance. If you want coaching, you should meet in person strong players in local chess tournaments and chess clubs.