[guided]At this point we have reduced the curvature computation to
\begin{align*}
F_\nabla s=P\,dP\wedge ds.
\end{align*}
The remaining question is which part of $ds$ survives after left multiplication by $P\,dP$. Since $P$ is a projection, the endomorphism $I-P$ is the complementary projection on the ambient trivial bundle. Hence every $\mathbb K^n$-valued $1$-form decomposes as
\begin{align*}
ds=P\,ds+(I-P)ds.
\end{align*}
Substituting this decomposition gives
\begin{align*}
F_\nabla s=P\,dP\wedge P\,ds+P\,dP\wedge (I-P)ds.
\end{align*}
We now prove that the first term is zero. Let $X,Y\in \mathfrak X(U)$ be smooth vector fields. Evaluating the vector-valued $2$-form $P\,dP\wedge P\,ds$ on $(X,Y)$ gives
\begin{align*}
(P\,dP\wedge P\,ds)(X,Y)=(P\,dP)(X)(P\,ds)(Y)-(P\,dP)(Y)(P\,ds)(X).
\end{align*}
Since $(P\,ds)(Y)=P(ds(Y))$ and $(P\,ds)(X)=P(ds(X))$, the two summands contain the endomorphism products
\begin{align*}
P\,dP(X)\,P
\end{align*}
and
\begin{align*}
P\,dP(Y)\,P.
\end{align*}
The projection identity proved earlier says exactly that $P\,dP\,P=0$ as an endomorphism-valued $1$-form. Therefore both summands vanish, and
\begin{align*}
P\,dP\wedge P\,ds=0.
\end{align*}
Thus only the complementary component remains:
\begin{align*}
F_\nabla s=P\,dP\wedge (I-P)ds.
\end{align*}
We now rederive the identity for the complementary component inside this guided argument. The section $s$ is tautological, so $Ps=s$. Differentiating this vector-valued identity gives
\begin{align*}
dP\,s+P\,ds=ds.
\end{align*}
Rearranging gives
\begin{align*}
(I-P)ds=dP\,s.
\end{align*}
Substituting it gives
\begin{align*}
F_\nabla s=P\,dP\wedge dP\,s.
\end{align*}
This is the key geometric point: the derivative of a section splits into a tangential part and a normal part, and the curvature is controlled by how the projection changes into the normal direction.[/guided]