I) Consider an arbitrary coordinate transformation
$$x^{\mu}\longrightarrow x^{\prime \nu}~=~f^{\nu}(x).$$
Let
$$J ~:=~\det(\frac{\partial x^{\prime \nu}}{\partial x^{\mu}})$$
denote the corresponding Jacobian.
Traditionally in physics,
a scalar $\sigma$ transforms as
$$ \sigma ~\longrightarrow~ \sigma^{\prime}~=~\sigma, $$
a pseudo-scalar $\sigma$ transforms as
$$ \sigma ~\longrightarrow~ \sigma^{\prime}~=~{\rm sgn}(J) \sigma,$$
a density $\rho$ transforms as
$$ \rho ~\longrightarrow~ \rho^{\prime}~=~\frac{\rho}{J}, $$
a pseudo-density $\psi$ transforms as
$$ \psi ~\longrightarrow~ \psi^{\prime}~=~{\rm sgn}(J)\frac{\psi}{J}, $$
a density $\rho$ of (integer) weight $w$ transforms as
$$ \rho ~\longrightarrow~ \rho^{\prime}~=~\frac{\rho}{J^w}, $$
a pseudo-density $\psi$ of (integer) weight $w$ transforms as
$$ \psi ~\longrightarrow~ \psi^{\prime}~=~{\rm sgn}(J)\frac{\psi}{J^w}. $$
For tensor, pseudo-tensor, tensor-density, pseudo-tensor-density, etc, see the linked Wikipedia page.
Examples:
On a Lorentzian manifold $(M,g)$ of signature $(-,+,\ldots,+)$, the square root $\sqrt{-\det(g_{\mu\nu})}$ is a density.
In General Relativity (GR), the four-form $\mathrm{d} x^0\wedge \mathrm{d} x^1\wedge \mathrm{d} x^2\wedge\mathrm{d} x^3$ transforms as an inverse density, i.e. a density of weight $w=-1$.
II) Within Special Relativity (SR), the Jacobian $J=\pm1 $ is plus/minus one, as OP correctly notes, so that $\mathrm{d} x^0\wedge \mathrm{d} x^1\wedge \mathrm{d} x^2\wedge\mathrm{d} x^3$ transforms as a pseudo-scalar.
III) Landau and Lifshitz (L&L), The Classical Theory of Fields, $\S 6$ p. 21 around eq. (6.13), indeed states that the element of integration
$$dx^0 dx^1 dx^2 dx^3 $$
is a scalar. Here are some suggestions:
Perhaps L&L are only considering proper Lorentz transformations $\Lambda \in SO(3,1)$ where $J=1$ by definition?
Perhaps L&L are viewing $dx^0 dx^1 dx^2 dx^3$ not as a four-form but as a manifestly positive infinitesimal volume element, which by definition transforms with the absolute value $|J|$ of the Jacobian $J$?
However, neither of the two above interpretations (1 and 2) seem to fit particularly well with what is said in the rest of $\S 6$, in particular the footnote on p.21.