I can take the following functional derivative
$$ C(p)=\frac{\delta}{\delta \phi(p')} \frac{\delta}{\delta \phi(-p')} \int_{-\infty}^{\infty} dp \phi(p)\phi(-p) = 2\delta(0). $$
where I am left with an extra delta function (on top of the one that killed the integral) because I took two functional derivatives. If I discretize the momentum I would expect this to be equivalent to:
$$ D(p_j)=\frac{\partial}{\partial \phi(p_j)} \frac{\partial}{\partial \phi(-p_j)} \sum_{i} \phi(p_i)\phi(-p_i) = 2. $$
As noted by loewe, the units do not match in the above. The only scale available to fix this is the momentum integration interval, let's call it $P$. If instead we take $\int \textrm{d}p \to P \sum_p$, $\frac{\delta}{\delta \phi(p)} \to P^{-1} \frac{\partial}{\partial \phi_p}$ and $\delta(0) \to P^{-1}$ the units stay the same under discretization. However, it is not completely clear why these replacements are entirely appropriate.
Moreover this doesn't really solve my confusion that in one case we seem to have $$ \int dp C(p) f(p) = 2f(0)$$ which only depends on the value of $f$ at $p=0$ while in the other we have $$ \sum_{p_j} D(p_j) f(p_j) = 2 \sum_{p_j} f(p_j)$$ which depends on the value of $f$ at all momenta.
How do I resolve this? What am I misunderstanding?