Stack Exchange network consists of 183 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.
Complex structure on a vector space defines the orientation. Two components are complex structures with the opposite orientation. The correspondence $I \mapsto -I$ identifies these two components when dimension is odd, and produces an involution on the Teichmuller space of complex structures when it is even.
It is not clear what do you mean by $J$, but I guess it is the complex structure in the bundle. Then you are asking how to verify that the Chern connection is complex linear. There is no reason to verify this, it is complex linear by definition (its structure group is $U(n)$).
This is why I was talking about finite maps! The idea is to take a finite quotient, and then an embedding. Though the cyclic group cannot act by permutation of the factors, and I was asking about the cyclic group action, so I am not sure we cannot have an embedding.