The dervative of a multi-dimensional path integral

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Let the dimension be arbitrary. I want to calculate

$$ L_i\equiv \frac{\partial}{\partial x_i} \int_{x-\epsilon/2}^{x+\epsilon/2} d\mathbf{z} \cdot \mathbf{A} $$

There are two ways to manipulate.
Strictly speaking, in order to postulate the existence of $\phi$ such that $$ d\phi(\mathbf{z}) =A_i dz_i \quad \Leftrightarrow \quad \frac{\partial \phi(\mathbf{z})}{\partial z_i} =A_i \,, $$ (where repeated indices follow the Einstein summation convention), we need the condition $$ \frac{\partial A_j}{\partial z_i} = \frac{\partial A_i}{\partial z_j} . $$ But we assume it in most cases.

Method 1
\begin{alignat}{2} L_i &=&& \frac{\partial}{\partial x_i} \int_{x-\epsilon/2}^{x+\epsilon/2} d\phi \\ &=&& \frac{\partial}{\partial x_i} (\phi(x+\epsilon/2)-\phi(x-\epsilon/2)) \\ &=&& \frac{\partial}{\partial x_i} \left( \phi(x)+ \frac{\epsilon_j}{2} \frac{\partial}{\partial x_j} \phi(x)-\phi(x) -\frac{-\epsilon_j}{2} \frac{\partial}{\partial x_j} \phi(x) + {\cal O}(\epsilon^2) \right) \\ &=&& \epsilon_j \frac{\partial}{\partial x_i} A_j + {\cal O}(\epsilon^2) \end{alignat}

Method 2
\begin{alignat}{2} L_i &=&& \frac{\partial}{\partial x_i} \int_{x-\epsilon/2}^{x+\epsilon/2} d\phi \\ &=&& \frac{\partial}{\partial x_i} \phi(x+\epsilon/2) - \frac{\partial}{\partial x_i} \phi(x-\epsilon/2) \\ &=&& A_i(x+\epsilon/2) - A_i(x-\epsilon/2) \\ &=&& A_i(x) + \frac{\epsilon_j}{2} \frac{\partial}{\partial x_j} A_i -A_i(x) - \frac{-\epsilon_j}{2} \frac{\partial}{\partial x_j} A_i +{\cal O}(\epsilon^2) \\ &=&& \epsilon_j \frac{\partial}{\partial x_j} A_i +{\cal O}(\epsilon^2) \end{alignat}

It seems to me that both methods are correct. Which method is correct?
(This question is related with this post.)
Thanks.

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The point is that in general cases we cannot postulate the existence of $\phi$ such that $$ d\phi(\mathbf{z}) =A_i dz_i \quad \Leftrightarrow \quad \frac{\partial \phi(\mathbf{z})}{\partial z_i} =A_i \, . $$
Only when the condition $ \frac{\partial A_j}{\partial z_i} = \frac{\partial A_i}{\partial z_j} $ is satisfied, $\phi$ exists.

The correct calculation goes as follows. \begin{alignat}{2} L_i &=&& \frac{\partial}{\partial x_i} \sum_{m=1}^n \int_0^1A_m(x -\epsilon/2+t \epsilon) d(t \epsilon)_m \\ &=&& \sum_{m=1}^n \epsilon_m \int_0^1 \frac{\partial}{\partial x_i} A_m(x -\epsilon/2+t \epsilon) dt \\ &=&& \sum_{m=1}^n \epsilon_m \int_0^1 \left( \frac{\partial}{\partial x_i} A_m(x) +{\cal O}(|\mathbf{\epsilon}|) \right) dt \\ &=&& \sum_{m=1}^n \epsilon_m \frac{\partial}{\partial x_i} A_m(x) +{\cal O}(|\mathbf{\epsilon}|^2) \end{alignat}

If we restrice the situation to the cases where $\frac{\partial A_j}{\partial z_i} = \frac{\partial A_i}{\partial z_j} $ is satisfied, both methods are correct. Then the results will be the same : $$ L_i = \sum_{j=1}^n \epsilon_j \frac{\partial}{\partial x_i} A_j + {\cal O}(|\mathbf{\epsilon}|^2) $$ (n : the dimension of the vector space)