Let $\| \cdot\|_1$ and $\\| \cdot\|_2$ be norms on $\mathbb{R}^n$ and let $F:(\mathbb{R}^n,\| \cdot\|_1) \rightarrow (\mathbb{R}^n,\| \cdot\|_2)$ be a homeomorphism which is a Lipschitz map and let $\gamma:[0,a] \rightarrow \mathbb{R}^n$ be a rectifiable curve.
As $F$ and $\gamma$ are Lipschitz hence the curve $F(\gamma) \subset \mathbb{R}^n$ is Lipschitz, hence from Rademacher's theorem $F(\gamma(\cdot))$ is differentiable almost everywhere.
Assume that $0 < b < a$. I have two questions:
1) If $F(\gamma(\cdot))$ is differentiable at $b$ then: Does the limit $$ \lim_{s \rightarrow b } \frac{\gamma(s)-\gamma(b)}{s-b} $$ exist?
2) If $\gamma(\cdot)$ is differentiable at $b$ then: Does the limit $$ \lim_{s \rightarrow b } \frac{F(\gamma(s))-F(\gamma(b))}{s-b} $$ exist?
There is no reason for a Lipschitz homeomorphism to preserve differentiability at a point. Take $n=1$ and $F(x) = 2x+|x|$, which is strictly increasing hence invertible. The inverse is $G(y) = (2x-|x|)/3$.
Let $\gamma = G$. Then $\gamma$ is not differentiable at $0$, but $F\circ \gamma$ is the identity map.
Let $\gamma $ be the identity map. Then $\gamma$ is differentiable, but $F\circ \gamma = F$ is not differentiable at $0$.