It's 日本語を横山先生から(or に also works fine)習った. 日本語 is the object of 習った also in this sentence, not only in the modifying clause.
Anyway, the point I want to explain is that the particle から(or に) is not used in the modifying clause.
わたしはシカゴで日本語を横山先生から/に習った。
I learned Japanese from Mrs. Yokoyama in Chicago.
わたしがシカゴで日本語を習った横山先生
Mrs. Yokoyama from whom I learned Japanese in Chicago
(が is used instead of は since は can't be used in a modifying clause.)
シカゴで日本語を横山先生から/に習ったわたし
I who learned Japanese from Mrs. Yokoyama in Chicago
わたしが日本語を横山先生から/に習ったシカゴ
Chicago where I learned Japanese from Mrs. Yokoyama
わたしがシカゴで横山先生から/に習った日本語
Japanese I learned from Mrs. Yokoyama in Chicago
As you can see, the particle attached to the modified noun, から/に for 横山先生, は/が for わたし, で for シカゴ, を for 日本語, respectively, are disappeared in each modifying clause. Thus, although "from" is written in the given English translation, as in "Mrs. Yokoyama from whom I learned Japanese", から(or に) is not used in the Japanese sentence. (Note that the に used there is the one for "write letters to Mrs. Yokoyama", not for "learned from".)
I think this is the questioner's intention or trick, checking whether learners are misled by "from" in the given translation or not.