[guided]We now verify the key identity by doing the full local calculation. Fix an open set $U \subset X$ with a smooth complex frame $e = (e_1,\dots,e_r)$ for $E|_U$. A section $s \in \Gamma(E|_U)$ is represented by a smooth map
\begin{align*}
u: U \to \mathbb{C}^r
\end{align*}
through $s = \sum_{a=1}^r u_a e_a$. In this frame, the $(0,1)$ part of the connection is the operator
\begin{align*}
\bar{\partial} + A^{0,1}\wedge
\end{align*}
acting on $\mathbb{C}^r$-valued forms, where $A^{0,1} \in \Omega^{0,1}(U;\operatorname{End}(\mathbb{C}^r))$ is the $(0,1)$ component of the local connection matrix.
Apply this operator twice to the section vector $u$. First,
\begin{align*}
\nabla^{0,1}s = e(\bar{\partial}u + A^{0,1}u).
\end{align*}
Applying $\nabla^{0,1}$ again gives
\begin{align*}
(\nabla^{0,1})^2s = e\big((\bar{\partial} + A^{0,1}\wedge)(\bar{\partial}u + A^{0,1}u)\big).
\end{align*}
Now expand the right-hand side. The terms are
\begin{align*}
(\bar{\partial} + A^{0,1}\wedge)(\bar{\partial}u + A^{0,1}u) = \bar{\partial}^2u + \bar{\partial}(A^{0,1}u) + A^{0,1}\wedge \bar{\partial}u + A^{0,1}\wedge A^{0,1}u.
\end{align*}
The first term vanishes because $\bar{\partial}^2 = 0$ on smooth vector-valued functions, component by component:
\begin{align*}
\bar{\partial}^2u = 0.
\end{align*}
The important point is the sign in the next term. The object $A^{0,1}$ is a matrix-valued form of degree one, while $u$ is a vector-valued form of degree zero. The graded Leibniz rule for $\bar{\partial}$ therefore gives
\begin{align*}
\bar{\partial}(A^{0,1}u) = (\bar{\partial}A^{0,1})u - A^{0,1}\wedge \bar{\partial}u.
\end{align*}
The minus sign appears because $\bar{\partial}$ passes across the degree-one form $A^{0,1}$. This is exactly why the mixed terms cancel. Substituting the displayed identity into the expansion gives
\begin{align*}
(\bar{\partial} + A^{0,1}\wedge)(\bar{\partial}u + A^{0,1}u) = (\bar{\partial}A^{0,1})u - A^{0,1}\wedge \bar{\partial}u + A^{0,1}\wedge \bar{\partial}u + A^{0,1}\wedge A^{0,1}u.
\end{align*}
Canceling the two mixed terms yields
\begin{align*}
(\bar{\partial} + A^{0,1}\wedge)(\bar{\partial}u + A^{0,1}u) = (\bar{\partial}A^{0,1} + A^{0,1}\wedge A^{0,1})u.
\end{align*}
The expression $\bar{\partial}A^{0,1} + A^{0,1}\wedge A^{0,1}$ is not an accidental formula: it is exactly the $(0,2)$ component of the curvature matrix $dA + A \wedge A$. Thus the local representative of $F_{\nabla}^{0,2}$ is
\begin{align*}
F_A^{0,2} = \bar{\partial}A^{0,1} + A^{0,1}\wedge A^{0,1}.
\end{align*}
Therefore
\begin{align*}
(\nabla^{0,1})^2s = e(F_A^{0,2}u) = F_{\nabla}^{0,2}s.
\end{align*}
Because both sides are globally defined $E$-valued $(0,2)$-forms and the equality holds in every local frame, the equality holds globally on $X$.[/guided]