Question: What is being paralleled during parallel transport on a non-geodesic on the unit sphere?

I am trying to achieve an intuitive (non-mathematical) understanding of parallel transport on the unit sphere.
A vector parallel transported along a unit sphere's geodesic clearly maintains as constant its initial orientation vis-a-vis the geodesic i.e. with regard to its moving bases vectors.

Dr. Lopez's application "Visualizing a Parallel Field in a Curved Manifold" displays animation of the parallel transport of a vector along a latitude, which is not a geodesic. As seen by an observer moving with it, the vector rotates clockwise with regard to its moving bases vectors. The rate of rotation increases with higher latitudes.

Then to what is the transported vector maintaining parallelism?

I have uploaded a Maple 2016 worksheet Parallel_transport_on_the_unit_sphere.mw which mostly copies Dr. Lopez's application and, for additional clarity, adds the unit sphere, the moving bases vectors and the moving tangent plane to his display.