In chapter 6.2 of Weinberg's QFT Vol.1, he gave the general form of Wick contractions of all possible fields(scalar, spinor, vector, etc.), he showed
$$\Delta_{lm}(x,y)=\theta(x-y)P^{(L)}_{lm}\left(-i\frac{\partial}{\partial x}\right)\Delta_+(x-y) +\theta(y-x)P^{(L)}_{lm}\left(-i\frac{\partial}{\partial x}\right)\Delta_+(y-x)\tag{6.2.8}$$
where $$\Delta_+(x)=\int d^3p(2p^0)^{-1}e^{ip\cdot x},$$ and $P^{(L)}_{lm}$ is a covariant polynomial if its argument is a on-shell 4-momentum(i.e. $P^{(L)}_{lm}(\sqrt{\mathbf{p^2}+m^2},\mathbf{p})$), but may not be covariant for off-shell 4-momentum.
Then by a series of mathematical identities, he was able to show $\Delta_{mn}(x,y)$ can be written in a 4-momentum integral:
$$\Delta_{lm}(x,y)=\int d^4q\frac{P^{(L)}_{lm}(q)\exp(iq\cdot (x-y))}{q^2+m^2-i\epsilon}\tag{6.2.18}$$
From here he argued since the 4-momentum $q$ in $(6.2.18)$ is not always on-shell, $P^{(L)}_{lm}$ may not be covariant, and in turn the $\Delta_{mn}(x,y)$ may not be covariant. It's indeed not for a vector field as what he showed immediately after, and that's why we need to add a non-covariant term in the Hamiltonian to make the propagtor covariant ect.etc.
I did follow the steps he showed, but something strange occured to me when I looked back at the expression $(6.2.8)$: $(6.2.8)$ looks completely covariant, since $\theta$ is invariant, $\Delta_+$ is invariant and is written in 3-momentum integral so that $P^{(L)}_{lm}(-i\frac{\partial}{\partial x})\Delta_+(x-y)$ must be covariant, yet $(6.2.18)$-which is supposed to be equivalent to $(6.2.8)$- is not covariant. I am wondering if there's any subtlety I missed.
Also there's another mystery to me: in chapter 3.5 (page 144), he gave a perturbative proof of Lorentz invariance based on Dyson series, the invariance of Hamiltonian density and micro-causality condition, and he did mention Lorentz invariance could be disturbed by the reasonings given in chapter 6.2, but the proof in chap 3.5 is completely formal and I can't see exactly how the reasonings in 6.2 can jeopardize it.
(PS: I wish I could have formulated my question in a more self-contained way, but I couldn't unless I copied some whole pages of Weinberg, so I apologize for the potential vagueness in advance)