Write $D=\nabla+A$. Note that $\nabla$ being a connection on $E$ induces in an obvious manner a connection on $\text{End}(E)$; we shall continue to denote this as $\nabla$. Also, $A$ is an $\text{End}(E)$-valued $1$-form, so we can take the exterior covariant derivative $d_{\nabla^{\text{End}(E)}}A$, which again, I’ll henceforth just write as $d_{\nabla}A$.
Assuming you followed along with the various stuff about vector-bundle valued forms I told you about in previous answers, we have: for any $E$-valued $k$-form $\psi$ (we can actually just stick to $k=0$, but it doesn’t simplify the algebra one bit),
\begin{align}
R_{D}\wedge_{\text{ev}}\psi &=d_{D}^2\psi\\
&=d_{\nabla}(d_D\psi)+A\wedge_{\text{ev}}d_D\psi\\
&=d_{\nabla}(d_{\nabla}\psi+A\wedge_{\text{ev}}\psi)+ A\wedge_{\text{ev}}(d_{\nabla}\psi+A\wedge_{\text{ev}}\psi)\\
&=d_{\nabla}^2\psi+\underbrace{d_{\nabla}(A\wedge_{\text{ev}}\psi)+A\wedge_{\text{ev}}d_{\nabla}\psi}_{=d_{\nabla}A\wedge_{\text{ev}}\psi}+\underbrace{A\wedge_{\text{ev}}(A\wedge_{\text{ev}}\psi)}_{=(A\wedge_{\circ}A)\wedge_{\text{ev}}\psi}\\
&=(R_{\nabla}+d_{\nabla}A+A\wedge_{\circ}A)\wedge_{\text{ev}}\psi.
\end{align}
Note that in the penultimate step, I used the product rule (keep in mind $A$ is a 1-form so there’s a $(-1)^1$ sign which pops up and hence allows for the simplification), and I used the ‘associativity’ of these wedges. Here, $\wedge_{\text{ev}}$ and $\wedge_{\circ}$ are wedge products relative to evaluations and compositions $\text{End}(E)\oplus E\to E$, $\text{End}(E)\oplus\text{End}(E)\to\text{End}(E)$ respectively.
Since the above equation holds for all $\psi$, it follows that as an equality of $\text{End}(E)$-valued $2$-forms on $M$, we have
\begin{align}
R_{\nabla+A}&=R_{\nabla}+d_{\nabla}A+A\wedge_{\circ}A.
\end{align}