Statement
What is the set $\mathcal{T}_n$ of matrices $T \in GL(2^n)$ such that for all Pauli strings $P \in \mathcal{P}_n=\{\otimes_{i=1}^n \sigma_{m_i}\mid m\in \{1,2,3\}^n, \sigma_{m_i} \text{ Pauli matrix}\} $, $T P T^{-1}$ is a unitary matrix, i.e. $T\mathcal{P}_nT^{-1} \subset U(2^n)$?
Possible direction
We know $U(2^n) \subset \mathcal{T}_n$, since all Pauli strings are unitary operators as well.
More generally, applying the QR decomposition on $T$, we can write $T = Q R$, for $Q \in U(2^n)$ and $R$ an upper triangular matrix. Hence, $T \in \mathcal{T}_n \Leftrightarrow R P R^{-1} \in U(2^n)$
Case $n=1$
For $n=1$, everything is a 2 by 2 matrix, so we can write $R = \pmatrix{a & c \\ 0 & b}$, $a,b \neq 0$. The conjugation of $\sigma_3 = \pmatrix{1 & 0 \\ 0 & -1}$ by $R$ is, then, $R \sigma_3 R^{-1} = \pmatrix{1 & -2 c / b \\ 0 & -1}$. The unitarity condition $R \sigma_3 R^{-1} \in U(2)$ implies $c = 0$. Doing the same for $\sigma_1$ and $\sigma_2$ reveals that $|a| = |b|$, so $\lambda R \in U(2)$ for $\lambda = \frac{1}{\sqrt{ab}} \in \mathbb{C}^*$. Hence, $\mathcal{T}_1 = \mathbb{C}^* \cdot U(2)$.
Conjecture
I conjecture that $\mathcal{T}_n = \mathbb{C}^* \cdot U(2^n)$. I checked that this is true for $n=2$ following the same line of argument of the $n=1$ case explained above.