[guided]The point of the local calculation is to reduce the covariant derivative to a formula in vector spaces. In the gauge determined by $\sigma:U\to P$, the section $s$ is represented by a map $u:U\to V$, the section $t$ is represented by a map $v:U\to W$, and the tensor product section $s\otimes t$ is represented by
\begin{align*}
u\otimes v:U\to V\otimes W.
\end{align*}
The induced connection on $E\otimes F$ is not just the ordinary derivative of $u\otimes v$; it also includes the infinitesimal action of the local connection form $A=\sigma^*\omega$. Thus, for every vector field $X\in\mathfrak{X}(U)$,
\begin{align*}
\nabla_X^{E\otimes F}(s\otimes t)=X(u\otimes v)+\rho_{V\otimes W,*}(A(X))(u\otimes v).
\end{align*}
Now we compute each term. The ordinary derivative satisfies the usual product rule for the bilinear map $V\times W\to V\otimes W$, so
\begin{align*}
X(u\otimes v)=X(u)\otimes v+u\otimes X(v).
\end{align*}
The connection term is controlled by the differentiated tensor product representation. For $\xi\in\mathfrak g$, the identity
\begin{align*}
\rho_{V\otimes W,*}(\xi)=\rho_{V,*}(\xi)\otimes I_W+I_V\otimes\rho_{W,*}(\xi)
\end{align*}
gives, with $\xi=A(X)$,
\begin{align*}
\rho_{V\otimes W,*}(A(X))(u\otimes v)=\rho_{V,*}(A(X))u\otimes v+u\otimes\rho_{W,*}(A(X))v.
\end{align*}
Substituting both formulas into the local expression for the covariant derivative yields
\begin{align*}
\nabla_X^{E\otimes F}(s\otimes t)=X(u)\otimes v+u\otimes X(v)+\rho_{V,*}(A(X))u\otimes v+u\otimes\rho_{W,*}(A(X))v.
\end{align*}
We now group the terms according to which tensor factor they differentiate:
\begin{align*}
\nabla_X^{E\otimes F}(s\otimes t)=\bigl(X(u)+\rho_{V,*}(A(X))u\bigr)\otimes v+u\otimes\bigl(X(v)+\rho_{W,*}(A(X))v\bigr).
\end{align*}
The first parenthesis is exactly the local representative of $\nabla_X^E s$, and the second parenthesis is exactly the local representative of $\nabla_X^F t$. Therefore
\begin{align*}
\nabla_X^{E\otimes F}(s\otimes t)=(\nabla_X^E s)\otimes t+s\otimes(\nabla_X^F t).
\end{align*}
Since $X$ was arbitrary, this proves the tensor Leibniz identity on $U$ as an equality of $E\otimes F$-valued one-forms.[/guided]