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The latter function defines a realization of the Riemann surface as an \\(N\\)-sheeted branched covering of the Riemann sphere with \\(M\\) ramification points. On the Hurwitz spaces, there are three classes of Frobenius manifold structures (basically, the so-called rotational coefficients of the invariant metric), the first of which was found by B.~Dubrovin, and two others were recently discovered by the author of the paper. All these Frobenius structures can be recovered from a fundamental solution of certain isomonodromic problem.  The author considers a linear non-Fuchsian \\(n\\times n\\) matrix ODE in \\(\\mathbb{C}\\mathbb{P}^1\\), \\(\\Psi_z\\Psi^{-1}=U+z^{-1}V\\), where \\(U=\\text{diag}(\\lambda_1,\\dots,\\lambda_n)\\), and \\(V=[\\Gamma,U]\\) is diagonalizable. The parameters \\(\\lambda_i\\) serve as canonical coordinates on the Frobenius manifold, while the matrix \\(\\Gamma\\) is constructed from the rotational coefficients for this manifold and appears in the asymptotic expansion of the function \\(\\Psi\\) at infinity. The monodromy data of the above linear ODE are preserved as \\(\\lambda_i\\), \\(i=1,\\dots,n\\), vary. The author presents, firstly, a class of explicit exact solutions to this linear ODE expressible in terms of Laplace-type integrals of the canonical meromorphic bidifferentials on the above Riemann surface, and, secondly, Schlesinger transformations which relate the solutions \\(\\Psi\\) corresponding to the three classes of Frobenius manifold structures on the Hurwitz spaces with each other. The latter transformations give rise to relationships between different Frobenius manifold structures on the Hurwitz spaces. 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