Select Edges Between UVs
Default Options
With the default options, "Select Edges Between UVs" will select the edge path with the fewest number of possible edges between two or more UVs.
Use Selection Order
If your selected UVs form a path with multiple directional changes, you'll want to check the "Use Selection Order" option for the most predictable results:
Close the Loop
If you want your selection to form a closed loop, you must have selected "Use Selection Order", and "Close":