The question is quite long, this because many topics are touched, but I tried to make it the more self-contained I could: on the other side, many arguments are touched also to make it self-contained.
I really love to discuss, so please if you have some free time to read it, see it more like a relaxed discussion than a question.
I start from Lorentz transformation on a field, I will quickly pass on four-momentum states and I will arrive to the corresponding little group and so my question
$\text{SO}(1,3)$ transformation generators for a field
The generator of an $\text{SO}(1,3)$ field transformation has the following form $$ {\mathfrak{J}^{\gamma\delta\alpha}}_\beta = {\Sigma^{\gamma\delta\alpha}}_\beta + {\mathbb{I}^\alpha}_\beta \left( x^\gamma \partial^\delta - x^\delta \partial^\gamma \right) $$ where ${\Sigma^{\gamma\delta\alpha}}_\beta$ is the generic component of $\text{SO}(1,3)$ transformation generator acting on the internal components of the field, indexed in $\alpha,\beta$ (while as it's clear from the formula $\gamma,\delta$ are referring to the component of the $\boldsymbol{x}$ position index); the form ${\Sigma^{\gamma\delta\alpha}}_\beta$ is not given because it depends on the kind of field, but there is one thing that is known: in its various representations should obey the commutation relation of all the $\text{SO}(1,3)$ generators $$ \left[ \Sigma^{\gamma\delta}, \Sigma^{\zeta\eta} \right] = \mathbb{G}^{\gamma\eta} \Sigma^{\delta\zeta} + \mathbb{G}^{\delta\zeta} \Sigma^{\gamma\eta} + \mathbb{G}^{\zeta\gamma} \Sigma^{\eta\delta} + \mathbb{G}^{\eta\delta} \Sigma^{\zeta\gamma} $$
$\text{SO}(1,3)$ transformation generators for four-momentum eigenstate
That said, consider the generic $\text{SO}(1,3)$ transformation on the generic four-momentum eigenstate $$ e^{\frac{i}{\hbar}\vartheta^\alpha \hat{\mathfrak{J}}_\alpha} |\boldsymbol{p},\mu\rangle = {\hat{\Sigma}(\boldsymbol{\vartheta})^\mu}_\nu |\Lambda(\boldsymbol{\vartheta})\boldsymbol{p},\nu\rangle $$ This kind of transformation is very very strange to me if I try to think $|\boldsymbol{p},\mu\rangle$ as the close relative of a field. I don't understand if this last given formula is a definition, a request or a consequence of some principle I'm not considering.
Little group of the four-momentum in the massive case
But that was not the only question I have: in the situation of a massive "particle" I should choose a reference such that the fourmomentum eigenstate is simply $|(mc,\boldsymbol{0}),\mu\rangle$ (or instead of talking about particles and reference should I just talk about fundamental state of the momentum?) and in that case can be demonstrated that the little group of the momentum is simply $\text{SO}(3)$ (is actually $\text{SU}(2)$, but in the book I'm reading it pretends is just a tridimensional rotation, to be able to do the following). We know that $\text{SO}(3)$ generators $\mathbb{J}_i$ are related to the generic $\mathbb{J}^{\alpha\beta}$ Lorentz generators through $$ \mathbb{J}_i = \frac{1}{2}\epsilon_{ijk}\mathbb{J}^{jk} $$ and so, apparently just comparing to this last formula, I should say that the $\text{SO}(3)$ generators on the states are just $$ \hat{\mathfrak{J}}_i = \frac{1}{2}\epsilon_{ijk}\hat{\mathfrak{J}}^{jk} $$ so that defining the spin operator as $$ \hat{\Sigma}_i \doteq \frac{1}{2} \epsilon_{ijk} \hat{\Sigma}^{jk} $$ I should conclude that $$ \hat{\mathfrak{J}}_i = \hat{\Sigma}_i - \frac{i}{\hbar} \epsilon_{ijk} x^j \hat{p}^k $$ where $\hat{p}^k=i\hbar\partial^k$ are the spatial components of the four-momentum operator. These are the generators of the little group transformation for the four-momentum in the form $|(mc,\boldsymbol{0}),\mu\rangle$. Even if I'm not completely sure, this seems to mean that the infinitesimal little group transformation has this "field" operator $$ {\hat{\Sigma}(\text{d}\boldsymbol{\vartheta})^\mu}_\nu = {(1+\text{d}\vartheta^i\hat{\mathfrak{J}}_i)^\mu}_\nu $$ So that now I finally found the explicit expression for the infinitesimal little group transformation on the state and is the following $$ e^{\frac{i}{\hbar}\text{d}\vartheta^\alpha\hat{\mathfrak{J}}_\alpha} |(mc,\boldsymbol{0}),\mu\rangle = {\left(1+\text{d}\vartheta^i\left(\hat{\Sigma}_i - \frac{i}{\hbar} \epsilon_{ijk} x^j \hat{p}^k\right)\right)^\mu}_\nu |(mc,\boldsymbol{0}),\nu\rangle $$ The momentum operator acting on that state is clearly null in all spatial components, meaning that $\hat{p}^k|(mc,\boldsymbol{0}),\mu\rangle=0$ and I remain with $$ e^{\frac{i}{\hbar}\text{d}\vartheta^\alpha\hat{\mathfrak{J}}_\alpha} |(mc,\boldsymbol{0}),\mu\rangle = |(mc,\boldsymbol{0}),\mu\rangle +\text{d}\vartheta^i{{{\hat{\Sigma}_i}^\mu}_\nu} |(mc,\boldsymbol{0}),\nu\rangle $$
Finally, the question
(You are my hero if you arrived until here)
I understand that a little group transformation of the $|(mc,\boldsymbol{0}),\mu\rangle$ state should lead to a superposition of states only on the form $|(mc,\boldsymbol{0}),\nu\rangle$, but how can I pass from this consideration to affirming that these are actually the eigenstates of $\hat{\Sigma}_i$? And what are the role of the $\mu,\nu$ indexes in ${{{\hat{\Sigma}_i}^\mu}_\nu}$? Because they mess up my conception of $\hat{\Sigma}_i$ as an operator acting on states, if it implies a summation also on them (for example in the Pauli-Lubanski four-vector $\hat{\Sigma}_i$ appears too, but without $\mu,\nu$ indexes, because Pauli-Lubanski four-vector acts on one state and not on a summation of them).
I would be so grateful to have just a little diriment answer. I'm so confused. Thank a lot!