The event you want is controller_front_send_response_before, dispatched in Magento\Framework\App\Http::launch() right before the response is flushed. It passes the response object (Magento\Framework\App\Response\Http), and it fires late enough that the redirect status/headers are already set on the response but early enough that the Tideways profiler is still active — so renaming the transaction there takes effect.
Here's the full module. Drop it under app/code/Tideways/TransactionNaming/:
app/code/Tideways/TransactionNaming/
├── registration.php
├── etc/
│ ├── module.xml
│ └── events.xml