I) Disclaimer: In this answer we will use the (traditional) physicist's definition of tensors using indices and their transformation properties under coordinate transformations. Moreover, let us suppress time dependence $t$ for simplicity.
II) Let the manifold $Q$ be the configuration space. The Lagrangian $L:TQ\to \mathbb{R}$ transforms as a scalar
$$L~~\longrightarrow~~ L^{\prime}~=~L, \tag{1}$$
the velocity $v^i$ transforms as a vector
$$v^i~~\longrightarrow~~ v^{\prime j}~=~\frac{\partial q^{\prime j}}{\partial q^i}v^i,\tag{2}$$
the Lagrangian canonical momentum
$$p_i~:=~ \frac{\partial L}{\partial v^i}\tag{3}$$
transforms as a covector
$$p_i~~\longrightarrow~~ p^{\prime}_j~=~\frac{\partial q^i}{\partial q^{\prime j}}p_i,\tag{4}$$
under general coordinate transformations
$$ q^i~\longrightarrow ~q^{\prime j}~=~ f^j(q)\tag{5}$$
in the configuration space $Q$. Eq. (4) follows from the chain rule.
III) A point in the tangent bundle is of the form
$$(q,v)~\in~TQ,\qquad v~=~v^i \frac{\partial}{\partial q^i}.\tag{6} $$
Note that the velocity $v$ is an independent variable, which transforms as a vector (2) under general coordinate transformations (5) in the configuration space $Q$.
IV) The Lagrangian canonical momentum (3) can be viewed as a section
$$TQ ~\ni~ (q,v) ~\stackrel{p}{\mapsto} ~(q,v; p_i\mathrm{d}q^i)~\in~T^{\ast}TQ \tag{7}$$
in the bundle $T^{\ast}TQ \to TQ$.
V) Finally, let us for completeness & comparison mention the Hamiltonian canonical momentum (also denoted $p$) in the case where the phase space $M$ is the cotangent bundle $M=T^{\ast}Q$. In the case $M=T^{\ast}Q$, the Hamiltonian canonical momentum $p$ is an independent variable, which transforms as a covector (4) under general coordinate transformations (5) in the configuration space $Q$. A point in the tangent bundle is of the form
$$(q,p)~\in~T^{\ast}Q,\qquad p~=~p_i\mathrm{d}q^i.\tag{8} $$