$p^{\nu} = (E/c,\textbf{p})^T$
After time reversal Lorenz transformation ( $t'=-t,r'=r$) it becomes:
$p'^{\nu} = (E/c,\textbf{-p})^T$
But if we multiply transformation matrix by old coordinates, we obtain the opposite result:
$(E'/c,\textbf{p}')^T =diag(-1,1,1,1)*(E/c,\textbf{p})^T = (-E/c,\textbf{p})^T $
So, 4-momentum is not a vector...