I am learning the frame formalism in differential geometry and I am trying to reconcile this with applications in general relativity, especially in contexts like the tetrad formalism.
Consider a vector field $X$ on a differentiable manifold $\mathcal{M}$. Then, in some coordinate patch we can expand the vector in a basis $\partial_\mu$ as, $X = X^{\mu}(x)~\partial_\mu$ where $X^\mu(x)$ are the components of the vector field. If instead, I use coordinates $y$, then the components transform as, $$X'^\mu(y) = \frac{\partial y^\mu}{\partial x^\nu}~X^{\nu}(x)~.$$
An alternative way to describe these objects is through the introduction of frame fields which are a collection of vector fields $E_a$ with $a = 1,2,3,...,n$ for an $n$ dimensional manifold, which are orthonormal $\langle E_a, E_b\rangle_G = \delta_{ab}$ with respect to some metric $g_{\mu \nu}$ on the manifold. Then, these $n$ vector fields act as a coordinate system at each point $p \in \mathcal{M}$. Since these are vector fields I still have $E_a = E_a^{~\mu}~\partial_\mu$ and similarly I can define a dual frame $e^a = e^a_{~\mu}~dx^\mu$ which are one-forms such that $\langle E_a, e^b\rangle = \delta_{a}^{~b}$. Now, given the same vector field $X$, I can project this vector field into my frame to obtain
$$X^a = \langle e^a, X\rangle = e^a_{~\mu}X^{\mu}, $$
which is a scalar under coordinate transformations. However, the frame does transform under $O(n)$ rotations. So, for $M^a_{~b} \in O(n)$, $e'^a = M^a_{~b}~e^b$ and hence, $X^a \to X'^a = M^a_{~b}X^b$ under $O(n)$. Therefore, $X^a$ is a scalar under coordinate transformations but an $O(n)$ vector.
This is my confusion. In special relativity for example, one can make a Lorentz transformation (where we apply the above formalism but with $O(1,n-1)$) and move between different inertial frames. However, these transformations are also considered coordinate transformations, since I have an invertible coordinate map between the coordinates in the new frame and the old one.
Therefore, what really is the difference between a coordinate transformation and a frame change?
As a corollary, I understand that going between different frames via an $O(n)$ rotation, is also like making a gauge transformation. But I have heard the statement that "diffeomorphisms are much like gauge transformations." How is this relevant in this context, since coordinate invariance is promoted to diffeomorphism invariance in GR?