As an answer to this post, I made an impression that if $\mathscr{L}$ were not a Lorentz scalar in Eq.$(1)$ (see below), then Eq.$(1)$ would not be covariant. But now I think that is wrong! I state the reason below why I think so. If confirmed, I will delete the answer there.
EDITED ON $14.04.23$
The Euler-Lagrange equation for a field $\phi_a$ ($a=1,2,3,...N$ counts that number of components that mix under Lorentz transformation) given by $$\frac{\partial \mathscr{L}}{\partial\phi_a}=\partial_\mu\left(\frac{\partial \mathscr{L}}{\partial(\partial_\mu\phi_a)}\right)\tag{1}$$ becomes $$\frac{\partial \mathscr{L}}{\partial\phi^\prime_a}=\partial_\mu^\prime\left(\frac{\partial \mathscr{L}}{\partial(\partial^\prime_\mu\phi^\prime_a)}\right)\tag{2}$$ where $\phi^\prime_a=S_{ab}\phi_b$ denotes the transformation of the field $\phi_a$ under Lorentz transformation. As far as the $\mu$ index is concerned, those are contracted and should not change. Also, since $\mathscr{L}$ is a Lorentz scalar, that too doesn't change. Therefore, the covariance of $(1)$ is manifest! So it satisfies the postulate of special relativity.
Now consider a different equation that has nothing to do with anything familiar! Write an equation by replacing $\mathscr{L}$ in $(2)$ with a quantity that has one uncontracted Lorentz index (say, $\mathscr{L}_\alpha$) : $$\frac{\partial \mathscr{L}_\alpha}{\partial\phi_a}=\partial_\mu\left(\frac{\partial \mathscr{L}_\alpha}{\partial(\partial_\mu\phi_a)}\right)\tag{3}$$
Question As far as covariance is concerned, wouldn't equations of the form $(3)$ also be covariant?
If yes, it would be incorrect to say: "if $\mathscr{L}$ were not a Lorentz scalar but a Lorentz vector $\mathscr{L}_\alpha$, equation of motions would not be covariant." In other words, the covariance of the equation of motion does not require $\mathscr{L}$ to be a Lorentz scalar. Is this correct?