Suppose we have a vector bundle $E$ with connection $\nabla$ over a smooth manifold $M$. Let’s also say we have a sequence of smooth paths $\gamma_n\in C^\infty([0,1],M)$ starting at the same point $\gamma_n(0)=x$ and converging (in, say, the $C^1$ compact-open topology) to a smooth path $\gamma\in C^\infty([0,1],M)$.
The question, then, is this:
For $v\in E_x$, does the parallel transport $P_{\gamma_n}v$ of $v$ along $\gamma_n$ converge (in $E$) to the parallel transport $P_{\gamma}v$ of $v$ along $\gamma$?
To be honest, while I suspect this to be true, I have no clue how to go about showing it. It’s clear that we definitely need the paths to converge in a stronger sense than $C^0$-convergence, since otherwise any nontrivial curvature will mess things up. I’m also aware of the post here, which seems quite similar, though the accepted answer relies on a seemingly hand-wavy “convergence of equations implies convergence of solutions” claim that does not seem justified.