Existing Trane has:
R
T
O
G
Y
X2
B
and U with soldered wire to W which is jumpered to X2
and Black wire is not attached

How do I wire or connect to Hunter Model 44860?

Do you have the diagram for the new thermostat?

yes - for heat pump system which I have it shows
RC/R = 24VAC
c = 24VAC Common
Y1 Compressor stage 1
Y2 Compressor stage 2
W2 = Auxiliart Heat and maybe jumpered with E = Emergency Heat
O = Reversing Valve Cool
B = Reversing Valve Heat
G = Fan Control
L = System Monitor