We will here give our interpretation of OP's question (v4).
We assume that OP's definition of Lorentz covariance is that the equations of motion (eom) of the theory is Lorentz covariant.
We will assume that the theory has an action principle, and that the eoms are the Euler-Lagrange (EL) equations.
One may prove that Lorentz invariance of the action implies Lorentz covariance of the EL eqs., cf. e.g. this Phys.SE post.
The implication (3) does in principle not hold in the other direction, but in practice Lorentz covariant EL eqs. arise from a Lorentz invariant action principle.
Putting these facts together show that it is natural to expect that the action to be Lorentz invariant for a Lorentz covariant theory, cf. definition (1).
Next, we will assume that the Legendre transformation is well-defined.
Also we will assume that the Legendre transformation is an involution, i.e. performing the Legendre transformation twice gets us back to the starting point.
In particular, if OP starts from a Lorentz covariant (but not necessarily manifestly$^1$ Lorentz covariant) Hamiltonian formulation, this means that the Hamiltonian eoms are Lorentz covariant, cf. definition (1).
The Hamiltonian$^2$ $H(q,p)$ itself is of course not Lorentz invariant, but the temporal component of a four-vector, as OP correctly writes. Points 2-4 now motivate that the Hamiltonian action $$S_H[q,p]~=~\int \!dt ~(p_i\dot{q}^i-H(q,p))$$ is Lorentz invariant. It follows that the Lagrangian action $S[q]$ is also Lorentz invariant.
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$^1$ For manifestly Lorentz covariant Hamiltonian formulations, see e.g. my Phys.SE answer here.
$^2$ The following argument can be extended to field theory.