This is from Misner, Thorne and Wheeler, Exercise 9.13. We have established
$$\mathcal{K}_{3}=\begin{bmatrix}0 & 1 & 0\\ -1 & 0 & 0\\ 0 & 0 & 0 \end{bmatrix},$$
and
$$\mathcal{R}_{z}\left(\zeta\right)=\exp\left(\mathcal{K}_{3}\zeta\right)=\begin{bmatrix}\cos\zeta & \sin\zeta & 0\\ -\sin\zeta & \cos\zeta & 0\\ 0 & 0 & 1 \end{bmatrix}.$$
Part (e) of the exercise
Let $\mathcal{C}$ be the curve $\mathcal{P}=\mathcal{R}_{z}\left(t\right)$ through the identity matrix, $\mathcal{C}\left(0\right)=\mathcal{I}\in\mathcal{SO}\left(3\right).$ Show that its tangent, $\left(d\mathcal{C}/dt\right)\left(0\right)=\dot{\mathcal{C}}\left(0\right)$ does not vanish by computing $\dot{\mathcal{C}}\left(0\right)f_{12},$ where $f_{12}$ is the function $f_{12}\left(\mathcal{P}\right)=P_{12},$ whose value is the $12$ matrix element of $\mathcal{P}.$
Every way I can think of to differentiate $\mathcal{R}_{z}\left(\zeta\right)$ leads to the third row and third column being zero.
$$\mathcal{R}_{z}\left(\zeta\right)\equiv\exp\left(\mathcal{K}_{3}\zeta\right)=\sum_{n=0}^{\infty}\frac{\theta^{n}}{n!}\left(\mathcal{K}_{3}\right)^{n}=e^{\mathcal{K}_{3}\zeta}$$
$$\mathcal{R}_{z}^{\prime}\left(\zeta\right)=\mathcal{K}_{3}e^{\mathcal{K}_{3}\zeta}=\begin{bmatrix}-\sin\zeta & \cos\zeta & 0\\ -\cos\zeta & -\sin\zeta & 0\\ 0 & 0 & 0 \end{bmatrix}$$
Is this correct? The exercise doesn't to address the value of $P_{33}.$
I'm not asking if I have the right answer to the question. I'm asking if a matrix which is not an element of $\mathcal{SO}\left(3\right)$ can serve as a tangent to a curve on $\mathcal{SO}\left(3\right).$ That is different from the case of tangent vectors to manifolds (surfaces) in $\mathbb{R}^n$.