The term 'Bell-Shaped Lily' refers to the flower Lilium superbum, which is also known as the Turk's Cap Lily. It is a species of lily native to the eastern United States and Canada, and is characterized by its bell-shaped flowers. The SEGO in the crossword solution is an acronym for the Society for the Encouragement of Gardening in Ontario, which is a non-profit organization that promotes gardening in the province of Ontario, Canada.