Let $U$ and $U'$ be the $4$-velocities associated to the coordinates $(t,x)$ and $(t',x')$ related through the Poincaré transformation $P:\mathbb R^4\to\mathbb R^4$, i.e. $(t',x')=P(t,x)$.$^1$
Of course the Jacobian $\Lambda\in\mathbb R^{4\times 4}$ of $P$ is a Lorentz transformation. I extracted the following derivation of the tranformation rule for $U$ from this question: \begin{equation} U'=\frac{\mathrm dX'}{\mathrm d\tau}=\frac{\mathrm d(P\circ X)}{\mathrm d\tau}=\Lambda\cdot\frac{\mathrm d X}{\mathrm d\tau}=\Lambda\cdot U\in\mathbb R^{4\times 1} \end{equation} As far as I understand, we used the fact that \begin{equation} \forall \tau:X'(\tau)=(P\circ X)(\tau), \end{equation} but this is not trivial, is it? I will explain my reasoning and I hope for a confirmation/verification:
We have $X(\tau):=X(t(\tau))$, where $I\ni t\mapsto X(t)$ is the $4$-position and $\tau\mapsto t(\tau)$ is the inverse of proper time, i.e. the inverse of the function $\newcommand{\d}{\mathop{}\!\mathrm{d}}$ \begin{align} I\ni t\mapsto \tau(t)=\int_{t_0}^t\sqrt{1-\frac{v(\widetilde t)^2}{c^2}}\d\widetilde t+c \end{align} for some $t_0\in I$ and $c\in\mathbb R$. So what we are really assuming is the following: \begin{equation}\tag{1} X'\circ t'=P\circ X\circ t \end{equation} Let $\Pi:\mathbb R^4\to\mathbb R$ be the projection to the time component, then $X'=P\circ X\circ(\Pi\circ P\circ X)^{-1}$ and hence $(1)$ follows from the fact that \begin{equation} t'=\Pi\circ P\circ X\circ t \end{equation} which is equivalent to \begin{equation} \tau=\tau'\circ\Pi\circ P\circ X \end{equation} and which can be proven through a change of variables.$^2$ Am I right?
$^1$ The reader familiar with manifolds will note that $(t,x)$ is a chart $\phi: M\to\mathbb R^4$ and that $P=\phi'\circ\phi^{-1}$.
$^2$ We are exploiting the fact that $\tau$ and $\tau'$ are only defined up to a constant when we assume that $t$ and $t'$ have the same domains.