[step:Use invariance and Bianchi to identify the exterior derivative of the transgression integrand]
We next prove that, for each $t\in[0,1]$,
\begin{align*}
dP(a,F_t,\dots,F_t)=P(d_ta,F_t,\dots,F_t).
\end{align*}
For $k=1$, this is the same identity with no curvature factors.
Again work on a trivializing open set $U\subset M$ with local connection form $\omega_t\in\Omega^1(U;\mathfrak g)$, local curvature form $\Omega_t\in\Omega^2(U;\mathfrak g)$, and local representative $\alpha\in\Omega^1(U;\mathfrak g)$ of $a$. The covariant derivative is locally
\begin{align*}
d_t\beta=d\beta+[\omega_t\wedge\beta]
\end{align*}
for every local $\mathfrak g$-valued form $\beta$. The Bianchi identity for the curvature of the principal connection $A_t$ follows locally from the curvature formula:
\begin{align*}
d_t\Omega_t=d\Omega_t+[\omega_t\wedge\Omega_t]=0.
\end{align*}
The graded Leibniz rule for $d$ applied to $P(\alpha,\Omega_t,\dots,\Omega_t)$ gives
\begin{align*}
dP(\alpha,\Omega_t,\dots,\Omega_t)=P(d\alpha,\Omega_t,\dots,\Omega_t)-\sum_{j=2}^{k}P(\alpha,\Omega_t,\dots,d\Omega_t,\dots,\Omega_t),
\end{align*}
because $\alpha$ has degree $1$ and every preceding curvature factor has even degree. Replacing ordinary exterior derivatives by covariant exterior derivatives adds the connection-bracket terms
\begin{align*}
P([\omega_t\wedge\alpha],\Omega_t,\dots,\Omega_t)-\sum_{j=2}^{k}P(\alpha,\Omega_t,\dots,[\omega_t\wedge\Omega_t],\dots,\Omega_t).
\end{align*}
At each point of $U$, expand the form components of $\omega_t$, $\alpha$, and $\Omega_t$ in a basis of $\mathfrak g$ and evaluate on tangent vectors. The infinitesimal $\operatorname{Ad}$-invariance identity for the symmetric invariant form $P$ says that, for every $X,Y_1,\dots,Y_k\in\mathfrak g$,
\begin{align*}
\sum_{j=1}^{k}P(Y_1,\dots,[X,Y_j],\dots,Y_k)=0.
\end{align*}
This identity follows by differentiating $P(\operatorname{Ad}_{\exp(sX)}Y_1,\dots,\operatorname{Ad}_{\exp(sX)}Y_k)=P(Y_1,\dots,Y_k)$ at $s=0$. Applying it componentwise, with the Koszul signs coming from moving the $1$-form component of $\omega_t$ past the preceding differential-form factors, shows that the displayed connection-bracket contribution vanishes as a differential form. Hence
\begin{align*}
dP(\alpha,\Omega_t,\dots,\Omega_t)=P(d_t\alpha,\Omega_t,\dots,\Omega_t)-\sum_{j=2}^{k}P(\alpha,\Omega_t,\dots,d_t\Omega_t,\dots,\Omega_t).
\end{align*}
Since $d_t\Omega_t=0$, all terms in the sum vanish, and therefore
\begin{align*}
dP(\alpha,\Omega_t,\dots,\Omega_t)=P(d_t\alpha,\Omega_t,\dots,\Omega_t).
\end{align*}
These local identities agree on overlaps because all terms are defined by the associated adjoint bundle and the invariant polynomial $P$. Thus the desired global identity holds.
[/step]