Given the following:
$h=g\left(w_1\cdot x+b_1\right)$
$ z=w_2\cdot h+b_2$
$y_\text{hat} = \mbox{softmax}\left(z\right)$
$\mbox{Loss}\left(y,y_\text{hat}\right)=-\sum \mbox{onehot}\left(y\right)\cdot \log\left(y_\text{hat}\right)$
How can we derivate the loss function: $\frac{\partial L}{\partial z}$?
From here softmax, you will see that with your notations $$ \frac{\partial \mathrm{Loss}}{\partial \mathbf{z}} = \mathbf{y}_\mathrm{hat} - \mathrm{onehot}(y) $$ which is particularly simple...