When proving Goldstone's theorem in Vol. 2, p. 171, Weinberg takes the following: $$\langle \{J^\lambda(y),\phi_n(x)\}\rangle= \frac{\partial}{\partial y_\lambda}\int d\mu^2 \rho_n(\mu^2) \left[ \Delta_+(y-x;\mu^2) - \Delta_+(x-y;\mu^2)\right]$$ with $$ \Delta_+(z;\mu^2)=(2\pi)^{-3}\int d^4p\theta(p_0)\delta(p^2+\mu^2)e^{ipz}$$ and he computes the case for $\lambda=0, x^0=y^0=t$ finding: $$\langle \{J^\lambda(y),\phi_n(x)\}\rangle=2i(w\pi)^{-3}\int d\mu^2\rho_n(\mu^2)\int d^4p\sqrt{{\bf p}^2+\mu^2}e^{i{\bf p}({\bf y}-{\bf x})}\delta(p^2+\mu^2)=i\delta^3(y-x)\int d \mu^2\rho_n(\mu^2)$$
Why the Fourier transform of the derivative is $\sqrt{\mu^2+{\bf p}^2}$ instead of $p$ and why in the last passage when integrating over the delta the result is not 0. Thanks in advance