I am looking for Finite Volume Software that employs a method-of-lines like approach by constructing from the hyperbolic PDE of form $$\partial_t \boldsymbol u(t,\boldsymbol x) + \nabla \cdot \boldsymbol f\big(\boldsymbol u(t,\boldsymbol x)\big) = \boldsymbol 0 \tag{1} $$ the semidiscretized ODE $$ \frac{d }{d t} \boldsymbol U(t) = \boldsymbol F\big(\boldsymbol U(t)\big) \tag{2} \label{2} $$ and allows the computation of the Jacobian of the RHS of \eqref{2}:
$$ J(\boldsymbol u) = \nabla_{\boldsymbol u} \boldsymbol F (\boldsymbol u) $$
Preferably, this is done with algorithmic/automatic differentiation, although finite differences should also be alright for the beginning. Also, computation for the initial value $\boldsymbol u_0$ would also suffice here.
I checked standard software like Clawpack and FiPy but they do not seem to offer such capabilities.