Proper time is a coordinate-independent property of a timelike curve, so a Lorentz transformation, proper or not, certainly can't change the proper time of a curve.
I would interpret the statement in post #1 as saying that if \Lambda is a Lorentz transformation (i.e. if \Lambda\in O(3,1)), and there's a continuous curve C:[0,1]\rightarrow O(3,1) with C(0)=I and C(1)=\Lambda, then this \Lambda must be a proper Lorentz transformation. You can actually make a stronger claim. That \Lambda must be must be proper and orthochronous, i.e. \Lambda\in SO(3,1).
These concepts are fairly easy to understand in 1+1 dimensions, where every proper orthochronous Lorentz transformation can be expressed as \Lambda=\gamma\begin{pmatrix}1 & -v\\ -v & 1\end{pmatrix}, where \gamma=\frac{1}{\sqrt{1-v^2}}. This means that in 1+1 dimensions, the simplest curve with the required properties is the curve C:[0,1]\rightarrow SO(1,1) defined by C(s)=\frac{1}{\sqrt{1-(sv)^2}}\begin{pmatrix}1 & -sv\\ -sv & 1\end{pmatrix}, for all s in [0,1].
It's also useful to know that every Lorentz transformation can be expressed as the product of a proper orthochronous Lorentz transformation and one or both of the matrices P=\begin{pmatrix}1 & 0\\ 0 & -1\end{pmatrix},\qquad T=\begin{pmatrix}-1 & 0\\ 0 & 1\end{pmatrix}, called parity and time reversal respectively. If a given Lorentz transformation involves exactly one factor of P, it's not proper. If it involves exactly one factor of T, it's not orthochronous. If it involves exactly one factor of each, it's neither.
The comments in the preceding paragraph hold in 3+1 dimensions too. The only thing that's different there is that the general expression for a proper orthochronous Lorentz transformation is much more complicated, since it involves rotations, and also boosts in three directions instead of just one. This makes it more difficult to define a curve with the required properties explicitly.