When writing integrals that look like $$ \int \frac{d^{3}\mathbf{p}}{(2\pi)^3}\frac{1}{2\sqrt{|\mathbf{p}|^2+m^2}} \ = \int \frac{d^4p}{(2\pi)^4}\ 2\pi\ \delta(p^2+m^2)\Theta(p^0) $$ it is often said that this is manifestly Lorentz invariant (where $\Theta$ is the Heaviside step function). Why is this true?
If I consider a Lorentz transformation $p \to q = \Lambda p$, then $|\det(\Lambda)| =1$ so the Jacobian is just 1, and: $$ \int \frac{d^4p}{(2\pi)^4}\ 2\pi\ \delta(p^2+m^2)\Theta(p^0) = \int \frac{d^4 q}{(2\pi)^4}\ 2\pi\ \delta(q^2+m^2)\ \Theta\big([\Lambda^{-1}]^0_{\ \nu} q^\nu \big) $$ After this transformation $p^0$ gets taken to $[\Lambda^{-1}]^0_{\ \nu} q^\nu$, and things do not look Lorentz invariant to me. If it were invariant wouldn't this get mapped to just $q^0$?