Does the vector potential $A_\mu$ transform when we merely relabel events in space-time (coordinate transformation), or does it transform with the basis vectors of a tangent space in which it lives?
If the latter, is there any difference between stating that we always have to transform the tangent space with the coordinates, and just saying that $A_\mu$ transforms with the coordinates?
Since it is part of the covariant derivative $\partial_\mu - i e A_\mu$ and the gauge transformation goes like $A_\mu \to A_\mu + \partial_\mu \lambda$, I would think it should transform with the coordinates, as does $\partial_\mu$. I don't see how the gauge transformation can be consistent if $A_\mu$ and $\partial_\mu \lambda$ don't transform in the same way.
Edit: I'm sorry, I should have given more context to the question. Thank you for the well reasoned answers so far. I'm thinking of the action for a Dirac field: $$ \int \mathrm d^4 x \, i\bar\psi \gamma^\mu (\partial_\mu - i e A_\mu) \psi $$ I'm imagining breaking up the transformation into two steps: first transforming the coordinates and then transforming the basis/components of the fields. Let's assume that the volume element is invariant. After the coordinate transformation, we have $$ \int \mathrm d^4 x \, i\bar\psi(\Lambda^{-1}x) \gamma^\mu (\partial_\mu - i e A_\mu(\Lambda^{-1}x)) \psi(\Lambda^{-1}x) $$ Since we're integrating over all of space, this is equivalent to $$ \int \mathrm d^4 x \, i\bar\psi(x) \gamma^\mu (\Lambda_\mu^{\phantom\mu\nu}\partial_\nu - i e A_\mu(x)) \psi(x) $$ Then we complete the transformation by changing the basis/components: $$ \int \mathrm d^4 x \, i\bar\psi(x) S^{-1} \gamma^\mu \Lambda_\mu^{\phantom\mu\nu}(\partial_\nu - i e A_\nu(x)) (S \psi(x)) $$ Alternatively, it could be that changing the coordinates (first step) would have to also change the components of $A_\mu$ in the third equation, which would be invariant in the second step.