I read in this paper "Gauge fields and quantum entanglement" by J. Mielczarek and T. Trześniewski that there are two ways of deriving the transformation of a holonomy of a gauge field under a gauge transformation: one way is from the definition formula of the holonomy as the integral of the associated connection 1-form over a path$-$which treats holonomies as parallel-transported elements of the gauge group; the other way is from treating holonomies as isomorphisms between Hilbert spaces.
I think the latter way is very easy as shown in the following.
By treating a holonomy $h$ as a map between the Hilbert space at $s$, $\mathcal{H}_s$, and the Hilbert space at $t$, $\mathcal{H}_t$, of a spatial hypersurface $\Sigma$ of spacetime, we can write $h$ as $$h=h_{IJ}|I \rangle_{st} \langle J|\in \mathcal{H}_s\otimes\mathcal{H}^*_t.$$ Then under a unitary transformation at both $s$, $U_s$, and $t$, $U_t$—which aren't necessarily the same—$|I\rangle^{'}_s=U_{sKI}|K \rangle_{s}, |J\rangle^{'}_t=U_{tLJ}|L \rangle_{t}$, together with $h^{'}_{IJ}|I \rangle^{'}_{st} \langle J|^{'}=h_{KL}|K \rangle_{st} \langle L|$, one can find $U_{sKI}h^{'}_{IJ}U^\dagger_{tJL}=h_{KL}$, which, written in terms of the operator notation, is $U_sh^{'}U^\dagger_t=h$, which is equivalent to $$h'=U^\dagger_shU_t.$$
But I feel it's difficult to see how to derive it from the former way.
From the perspective of parallel transport of the gauge group, the holonomy of the gauge field $A^i_a$ associated with the connection $1$-form $A=A^i_a\tau_idx^a$ is defined as $$h_e[A]:=\mathcal{P}\exp \int_e A,$$ where $\tau_i$'s are the generators of the Lie algebra of the gauge group, $e$ is a path $e: [0,1]\rightarrow \Sigma$ intervened between $e(0)=s$ and $e(1)=t$ on $\Sigma$, and $\mathcal{P}$ denotes the path ordering. Then under a unitary transformation, the connection $1$-form transforms as $A^{'}\rightarrow U^\dagger AU+U^\dagger dU$, which leads the holonomy to transform as $$h^{'}_e[A]=U^\dagger(e(0))h_e[A]U(e(1))=U^\dagger_sh_e[A]U_t.$$ I cannot see how the transformation is reached:$$h^{'}_e[A]=\mathcal{P}\exp \int_e (U^\dagger AU+U^\dagger dU)\overset{?}{=}U^\dagger_s\left (\mathcal{P}\exp \int_e A\right)U_t.$$