[step:Identify the derivative of the solution map when $F$ is $C^1$]
Assume now that $F:X\to X$ is Fréchet $C^1$. Decrease $T>0$ and choose a neighbourhood $V\subset X$ of $u_0$ so that all solution paths $\mathcal{S}_T(a)$ with $a\in V$ lie in a common bounded subset of $X$. Define
\begin{align*}
R_0:=\sup\{\|\mathcal{S}_T(a)(s)\|_X:a\in V,\ s\in[0,T]\}<\infty.
\end{align*}
Choose a radius $R>R_0$ and let $L_R$ be a Lipschitz constant for $F$ on the closed $X$-ball of radius $R$. Decrease $T$ further, if necessary, so that
\begin{align*}
KTL_R\leq \frac{1}{2}.
\end{align*}
For every $x$ in the closed ball of radius $R_0$, the operator norm of $F'(x)$ is bounded by $L_R$: indeed, for each $v\in X$ with $v\neq0$, choose $\tau_0>0$ such that $\|x+\tau v\|_X\leq R$ whenever $0<\tau<\tau_0$. For such $\tau$ the Lipschitz estimate on the radius-$R$ ball gives
\begin{align*}
\frac{\|F(x+\tau v)-F(x)\|_X}{\tau}\leq L_R\|v\|_X.
\end{align*}
Letting $\tau\downarrow0$ gives $\|F'(x)v\|_X\leq L_R\|v\|_X$, hence $\|F'(x)\|_{\mathcal{L}(X)}\leq L_R$.
For $a\in V$ and $h\in X$, define $z_{a,h}\in E_T$ to be the unique solution of the linearized mild equation
\begin{align*}
z_{a,h}(t)=S(t)h+\int_0^t S(t-s)F'(\mathcal{S}_T(a)(s))z_{a,h}(s)\,d\mathcal{L}^1(s).
\end{align*}
This equation has a unique solution by the same contraction argument, because
\begin{align*}
\left\|\int_0^t S(t-s)F'(\mathcal{S}_T(a)(s))(z_1(s)-z_2(s))\,d\mathcal{L}^1(s)\right\|_X\leq KTL_R\|z_1-z_2\|_{E_T}.
\end{align*}
The map $h\mapsto z_{a,h}$ is linear, and the estimate
\begin{align*}
\|z_{a,h}\|_{E_T}\leq 2K\|h\|_X
\end{align*}
shows that it is bounded.
We claim that $D\mathcal{S}_T(a)h=z_{a,h}$. Let $a\in V$, let $h\in X$ be small enough that $a+h\in V$, and set
\begin{align*}
u:=\mathcal{S}_T(a),\qquad u_h:=\mathcal{S}_T(a+h),\qquad e_h:=u_h-u-z_{a,h}.
\end{align*}
Subtracting the mild equations for $u_h$, $u$, and $z_{a,h}$ gives
\begin{align*}
e_h(t)=\int_0^t S(t-s)\left(F(u_h(s))-F(u(s))-F'(u(s))(u_h(s)-u(s))\right)\,d\mathcal{L}^1(s)+\int_0^t S(t-s)F'(u(s))e_h(s)\,d\mathcal{L}^1(s).
\end{align*}
The first integrand is a Fréchet differentiability remainder. Since $u([0,T])$ is compact in $X$ and $F'$ is continuous, for every $\varepsilon>0$ there exists $\eta>0$ such that whenever $x\in u([0,T])$ and $y\in X$ satisfy $\|y-x\|_X\leq\eta$, one has $\|F'(y)-F'(x)\|_{\mathcal{L}(X)}\leq\varepsilon$. This follows by taking finitely many continuity neighbourhoods covering the compact set $u([0,T])$. For $s\in[0,T]$, define $q_h(s):=u_h(s)-u(s)$. If $\|q_h\|_{E_T}\leq\eta$, then the Banach-space [fundamental theorem of calculus](/theorems/632) applied to the $C^1$ map $\theta\mapsto F(u(s)+\theta q_h(s))$ from $[0,1]$ to $X$ gives
\begin{align*}
F(u_h(s))-F(u(s))-F'(u(s))q_h(s)=\int_0^1 \left(F'(u(s)+\theta q_h(s))-F'(u(s))\right)q_h(s)\,d\mathcal{L}^1(\theta).
\end{align*}
The [uniform continuity](/page/Uniform%20Continuity) estimate for $F'$ on the tubular neighbourhood of $u([0,T])$ therefore implies
\begin{align*}
\|F(u_h(s))-F(u(s))-F'(u(s))q_h(s)\|_X\leq \varepsilon\|q_h(s)\|_X.
\end{align*}
Since $\|u_h-u\|_{E_T}\leq 2K\|h\|_X$, it follows that
\begin{align*}
\sup_{s\in[0,T]}\frac{\|F(u_h(s))-F(u(s))-F'(u(s))(u_h(s)-u(s))\|_X}{\|h\|_X}\leq 2K\varepsilon
\end{align*}
for all sufficiently small $\|h\|_X$. Because $\varepsilon>0$ is arbitrary, the quotient tends to $0$ as $\|h\|_X\to0$. Taking suprema in the equation for $e_h$ and using $KTL_R\leq1/2$ gives
\begin{align*}
\|e_h\|_{E_T}\leq K T \sup_{s\in[0,T]}\|F(u_h(s))-F(u(s))-F'(u(s))(u_h(s)-u(s))\|_X+\frac{1}{2}\|e_h\|_{E_T}.
\end{align*}
Therefore
\begin{align*}
\frac{\|e_h\|_{E_T}}{\|h\|_X}\to0
\end{align*}
as $\|h\|_X\to0$. This proves Fréchet differentiability of $\mathcal{S}_T$ at $a$.
Finally, the formula for $D\mathcal{S}_T(a)h$ and the same contraction estimate imply continuity of $a\mapsto D\mathcal{S}_T(a)$ in $\mathcal{L}(X,E_T)$. Indeed, if $a_n\to a$ in $V$, then $\mathcal{S}_T(a_n)\to\mathcal{S}_T(a)$ in $E_T$. Since $\mathcal{S}_T(a)([0,T])$ is compact in $X$ and $F'$ is continuous, a finite-cover argument gives uniform continuity of $F'$ along a sufficiently small tubular neighbourhood of this compact path. The [uniform convergence](/page/Uniform%20Convergence) of $\mathcal{S}_T(a_n)$ to $\mathcal{S}_T(a)$ therefore gives
\begin{align*}
\sup_{s\in[0,T]}\|F'(\mathcal{S}_T(a_n)(s))-F'(\mathcal{S}_T(a)(s))\|_{\mathcal{L}(X)}\to0.
\end{align*}
Subtracting the two linearized equations and absorbing the term with coefficient at most $1/2$ yields
\begin{align*}
\|D\mathcal{S}_T(a_n)-D\mathcal{S}_T(a)\|_{\mathcal{L}(X,E_T)}\to0.
\end{align*}
Thus $\mathcal{S}_T$ is Fréchet $C^1$ after possibly decreasing $T$ and $V$.
This completes the proof.
[/step]