You might be mistaken about the meaning of $ds(X)$.
The space of vector fields acts on smooth functions by derivation. So in local coordinates, if we write $X=\sum_{i=1}^nX_i \partial_i$ where $X_i\in \mathcal{C}^\infty$, then we get $$(X\cdot s)(p)=\sum_{i=1}^nX_i(p)\dfrac{\partial s}{\partial x_i}(p)=ds_p(X(p)).$$
Let's see what happens on your bundle $\mathbb R^2\times \mathbb R\rightarrow \mathbb R^2$ and your connection $\nabla$.
I will use the global coordinates denoted by $(x,y)$ on $\mathbb R^2$ and the corresponding basis of the tangent space $(\partial_x,\partial_y)$.
For every section $s$ of your bundle and for every $X,Y\in \mathcal{C}^\infty(\mathbb R^2,\mathbb R)$, $\nabla_{X\partial_x+Y\partial_y}s$ is just the map given by $$p\in \mathbb R^2\mapsto X(p)\dfrac{\partial s}{\partial x}(p)+Y(p)\dfrac{\partial s}{\partial y}(p).$$
Furthermore, since the curvature is a skew-symmetric bilinear map, to compute $F$ it suffices to compute $F(X\partial_x,Y\partial_y)$. Other terms can be deduced by linearity.
It is then an easy computation to see that $$\nabla_{X\partial_x}\nabla_{Y\partial_y}s-\nabla_{Y\partial_y}\nabla_{X\partial_x}s = X\dfrac{\partial Y}{\partial x}\dfrac{\partial s}{\partial y}-Y\dfrac{\partial X}{\partial y}\dfrac{\partial s}{\partial x}$$ which is in fact also equal to $\nabla_{[X\partial_x,Y\partial_y]}$.
It follows that the curvature of $\nabla$ vanishes.
In fact, this result tells you that the Lie bracket $[X,Y]$ of two vector fields is exactly the vector field associated to the derivation $\mathcal{L}_X\mathcal{L}_Y-\mathcal{L}_Y\mathcal{L}_X$.