I'm following a class on QFT. I'm having a hard time understanding the rotation to Euclidean of the generating functional $W[J]$ of some scalar theory $L(\phi, x)$. $$ W[J] := \mathcal{N} \int [D\phi] \exp\left\{ i \int_{\mathbb{R}^4} L(\phi, x) + J(x)\phi(x) \; \text{d}^4 x \right\} $$ My understanding is that in order to go to Euclidean we substitute the integral over $\mathbb{R}^4$ with an integral over $i\mathbb{R} \times \mathbb{R}^3$, which is the Wick rotated version of the original domain*. $$ W_E[J] := \mathcal{N} \int [D\phi] \exp\left\{i \int_{i\mathbb{R} \times \mathbb{R}^3} L(\phi, x) + J(x)\phi(x) \; \text{d}^4 x \right\} $$ Performing a change of integration variable and renaming it, I get $$ W_E[J] = \mathcal{N} \int [D\phi] \exp\left\{- \int_{\mathbb{R}^4} L(\phi, x_E) + J(x_E)\phi(x_E) \; \text{d}^4 x \right\} $$ where $x_E(x) = (i x^0, \vec{x})$.
I can't decide if this is the correct definition/procedure because books seem to gloss over a lot of things and abuse of notation. Take Cheng-Li for example, in equation (1.75) the integration domain is not specified making the equation useless since I don't known whether the Wick rotation was "inverted" or not with a change of variables**.
The point: I'm not looking for fancy answers, just the bare minimum to perform the jump to Euclidean correctly.
I'm very new to this things so any help is appreciated.
Notes
*When we do this rotation to the causal Green's function of the free real scalar field $\Delta_F(x)$ the integral stays the same, thanks to the Feynman $i\varepsilon$ prescription which moves the poles away from the deformation region. This time we don't know, a priori, if the integral will stay the same, therefore we give a new name to the result: $W_E[J]$. See Is the Euclidean generating functional $Z_{E}[J]$ identified with original Minkowskian generating functional $Z[J]$?
**Also Cheng-Li says that $W_E[J]$ is an analytical continuation of $W[J]$ for complex times, which at first seems complete nonsense as $W$ is not a function of spacetime coordinate ($x$ is just a mute variable). I guess that the time-dependence is hidden inside the boundary conditions of the path-integral but I can't find it written anywhere. If this is the case, I guess the complete procedure should include a change in boundary conditions. Anyway you don't need to answer to this secondary question if you don't have time.
Addendum
I often read/hear that the jump to euclidean is done by simply making a change of variables in the $\text{d}^4 x$ integral. In my opinion, this must be incorrect since a trivial change of variables cannot turn a not-well-defined quantity into a well-defined quantity. For something like this to happen, there must be some step which does not involve a mathematical equality. Analytical continuations are an example of such a step.