Hi Stig, I am no a linguist, however as far I as I understand the covington styles does not support these kinds of aligned symbols, and you have to us kludges to do it, or you could use gb4e and ERT. If you do want gb4e but can't stand ERT you could make a gb4e module for lyx... But this demands some understanding of lyx and latex.
I attach a lyx file that demonstrates both gb4e and covington (using CTRL+space). Ingar
covington_gb4e.lyx
Description: covington_gb4e.lyx