So we have a system of equations
$\partial_{t}u(x,t)=-\sigma\partial_{x}u(x,t)-\frac{D}{H_{u}}(u(x,t)-v(x,t))$,
$\partial_{t}v(x,t)=-\sigma\partial_{x}v(x,t)-\frac{D}{H_{v}}(u(x,t)-v(x,t))$.
Using the Method of Characteristics, I derived a new coordinate system $(r,s)$ where
$s:=\frac{x}{\sigma}$,
$r:=t-s=t-\frac{x}{\sigma}$.
How can I rewrite my system of equations so that they are under the new coordinate system?
You use the chain rule. With these variables you have
$$\frac{\partial f}{\partial x} = \frac{\partial f}{\partial s} \frac{\partial s}{\partial x} + \frac{\partial f}{\partial r} \frac{\partial r}{\partial x} \\ \frac{\partial f}{\partial t} = \frac{\partial f}{\partial s} \frac{\partial s}{\partial t} + \frac{\partial f}{\partial r} \frac{\partial r}{\partial t}$$
In your case you have the simple form:
$$\frac{\partial f}{\partial x} = \frac{\partial f}{\partial s} \frac{1}{\sigma} - \frac{\partial f}{\partial r} \frac{1}{\sigma} \\ \frac{\partial f}{\partial t} = \frac{\partial f}{\partial r}.$$
Now plug these into your equations and simplify.