This question always confused me when talking about tensor: how they should behave under change of variable.
Actually, one could argue that how tensors transform under general coordinate transformations is what you've understood best here. The blue equation below defines tensors of any signature, but you've written down the correct equations for tensors with $1$ index, including the "ordinary" vector $v^\nu$, the infinitesimal vector $dx^\mu$, and the partial derivative $\partial_\nu$. By "ordinary" I mean they aren't operators; $\partial_\mu$ is instead a vector operator.
From the way the basis vector transform I deduce the way the
coefficient transform:
$$\widetilde{A}^{\alpha}= \frac{\partial\widetilde{x}^{\alpha}}{\partial x^{\mu}} A^{\mu}$$
Great, it shouldn't be more complicated with arbitrary tensors right ?
The calculations you did in this example are fine, but you have the reasoning backwards. We don't deduce how a vector field transforms from the requirement that $A^\mu\partial_\mu$ is invariant, i.e. is a scalar. We deduce that the contraction - done right; see the longer of two comments below on contraction - of two vectors (i.e. rank-$1$ tensors) is a scalar (i.e. rank-$0$ tensor) from the definition of a tensor. Explicitly, a $(p,\,q)$-signature tensor $T$ obeys$$\color{blue}{T^{\bar{\alpha}_1\cdots\bar{\alpha}_p}_{\quad\qquad\bar{\beta}_1\cdots\bar{\beta}_q}=\frac{\partial x^{\bar{\alpha}_1}}{\partial x^{\mu_1}}\cdots\frac{\partial x^{\bar{\alpha}_p}}{\partial x^{\mu_p}}\frac{\partial x^{\nu_1}}{\partial x^{\bar{\beta}_1}}\cdots\frac{\partial x^{\nu_q}}{\partial x^{\bar{\beta}_q}}T^{\mu_1\cdots\mu_p}_{\quad\qquad\nu_1\cdots\nu_q}}.$$
I need to talk also about how contraction works.
The shorter of two comments about contraction
When I count indices on a quantity, I don't count contracted pairs. For example, $w_\mu v^\mu$ has $0$ indices, not $2$. The way a tensor transforms depends only on its uncontracted indices, so bear that in mind when double-checking everything with the blue equation above.
The longer one, ending with a horizontal line
Operators such as $\partial_\mu$ are really ways to transform "ordinary" objects; they're "higher-order" objects in that sense. For example, if $\phi$ is a scalar, you can use the above definition to prove that $\partial_\mu\phi$ is a vector and $v^\mu\partial_\mu\phi$ is a scalar. So $v^\mu\partial_\mu$ maps scalars to scalars, and is a scalar operator. By the same logic, $v^\mu\phi$ is a vector. But what is$$\partial_\mu(v^\mu\phi)?$$Don't let its lack of indices fall you: that just tells you it won't transform as any of the infinitely many kinds of tensor that aren't scalars. But the scalar-to-scalar operator that has transformed $\phi$ in this second example - let's call it $L$ - satisfies $L\phi=\color{limegreen}{v^\mu\partial_\mu\phi}+\color{red}{(\partial_\mu v^\mu)\phi}$ and can be written as$$L=\color{limegreen}{v^\mu\partial_\mu}+\color{red}{(\partial_\mu v^\mu)}.$$We already showed the green part's a scalar-to-scalar operator, but the red part is a very different beast. Indeed,$$\partial_\mu v^\mu=\partial_\mu\left(\frac{\partial x^\mu}{\partial\bar{x}^\bar{\alpha}}v^\bar{\alpha}\right)=\color{limegreen}{\frac{\partial x^\mu}{\partial\bar{x}^\bar{\alpha}}\partial_\mu v^\bar{\alpha}}+\color{red}{\left[\partial_\mu\left(\frac{\partial x^\mu}{\partial\bar{x}^\bar{\alpha}}\right)\right]v^\bar{\alpha}}.$$The green part can be simplified to $\partial_\bar{\alpha}v^\bar{\alpha}$, so looks like what we started with. But because of the bonus red term, the original expression isn't transforming as a tensor.
These examples have shown that the lack of spacetime indices doesn't make a quantity the kind of tensor that lacks such indices. Your original question is about why a quantity having two indices doesn't have to be the kind of tensor that has two. So let's get to that:
Indeed, this would simply be a particular case of my general reasoning with $T_{\mu}^{\nu}$.
But as the $0$-indexed example shows, your general reasoning doesn't work. We don't start by assuming all such quantities are invariant, and then pull out factors in which not all indices are contracted as coefficients. We start from the defining equation for tensors, and see what qualifies and what doesn't.
I would expect to have$$\widetilde{\partial}_{\alpha} \widetilde{v}^{\beta}=\partial_{\mu}v^{\nu} \frac{\partial x^{\mu}}{\partial \widetilde{x}^{\alpha} }\frac{\partial \widetilde{x}^{\beta}}{\partial x^{\nu} }$$
The $0$-indices example above already showed what the problem is. $\partial_\mu v^\mu$ didn't work the same way as $v^\mu\partial_\mu$, because of a second term from the product rule for derivatives. Treating $v^\mu$ as the operator that multiplies an arbitrary quantity by $v^\mu$, that operator doesn't commute with the $\partial_\mu$ operator. You have to be very careful with the arithmetic of non-commuting operators. (On the other hand, $v^\mu$ commutes with $v^\nu$, while $\partial_\mu$ commutes with $\partial_\nu$.) So the correct calculation is
$$\partial_\bar{\alpha}v^\bar{\beta}=\frac{\partial x^\mu}{\partial\bar{x}^\bar{\alpha}}\partial_\mu\left(\frac{\partial\bar{x}^\bar{\beta}}{\partial x^\nu}v^\nu\right)=\color{limegreen}{\frac{\partial x^\mu}{\partial\bar{x}^\bar{\alpha}}\frac{\partial\bar{x}^\bar{\beta}}{\partial x^\nu}\partial_\mu v^\nu}+\color{red}{\left[\frac{\partial x^\mu}{\partial\bar{x}^\bar{\alpha}}\partial_\mu\left(\frac{\partial\bar{x}^\bar{\beta}}{\partial x^\nu}\right)\right]v^\nu}$$Again, the green part is all you'd get if we were transforming a tensor, but the red part proves we aren't. This $2$-indices case generalises what we did before, as that was just contracted out the surviving indices here. All your calculations, regardless of method, have the same pair of problems:
- You guess that a lack of indices implies a scalar, but it doesn't;
- You neglect the failure of partial derivatives to commute with other operators.
But you're right when you write a vector of any kind as a partial-derivative factor contracted with that vector in another coordinate system. The problem is that when this vector is in the argument of a derivative, this factor's own derivative adds a term that contradicts the definition of a tensor.
In differential geometry, we have upgrades to the usual partial derivative called "connections" that really do map tensors to tensors. So $\nabla_\mu v^\nu$ is a rank-$2$ tensor, $\nabla_\mu v^\mu$ is a scalar etc. Wikipedia gets awfully technical when discussing the topic, but this is probably the easiest entry point they offer if you want to learn how it works.
Update
Your rewrite obtains the tensor $\nabla_\mu A^\nu$, but you probably already know that thanks to @timur's answer. Actually, your rewrite plus that answer could be a valuable way to teach connections. Unfortunately, the specific connection that results isn't the ever-popular Riemannian connection, the unique metric-preserving torsion-free affine connection. In particular, your connection isn't metric-preserving:$$\begin{align}T_{\bar{\alpha}}^{\bar{\beta}} &=x_{\bar{\alpha}}^{\mu}x_{\nu}^{\bar{\beta}}\partial_{\mu}A^{\nu},\\
\Gamma_{\bar{\alpha}\bar{\gamma}}^{\bar{\beta}} &=x_{\nu}^{\bar{\beta}}x_{\bar{\alpha}\bar{\gamma}}^{\nu},\\
\partial_{\bar{\beta}}g_{\bar{\alpha}\bar{\gamma}}-g_{\bar{\delta}\bar{\gamma}}\Gamma_{\bar{\beta}\bar{\alpha}}^{\bar{\delta}}-g_{\bar{\alpha}\bar{\delta}}\Gamma_{\bar{\beta}\bar{\gamma}}^{\bar{\delta}}&=\left(g_{\bar{\alpha}\bar{\gamma}}\right)_{\bar{\beta}}-g_{\bar{\delta}\bar{\gamma}}x_{\nu}^{\bar{\delta}}x_{\bar{\beta}\bar{\alpha}}^{\nu}-g_{\bar{\alpha}\bar{\delta}}x_{\nu}^{\bar{\delta}}x_{\bar{\beta}\bar{\gamma}}^{\nu}
\\&=\left(g_{\bar{\alpha}\bar{\gamma}}\right)_{\bar{\beta}}-\left(x_{\bar{\gamma}}\right)_{\nu}x_{\bar{\beta}\bar{\alpha}}^{\nu}-\left(x_{\bar{\alpha}}\right)_{\nu}x_{\bar{\beta}\bar{\gamma}}^{\nu}+x^{\bar{\delta}}\left[\left(g_{\bar{\delta}\bar{\gamma}}\right)_{\nu}x_{\bar{\beta}\bar{\alpha}}^{\nu}+\left(g_{\bar{\alpha}\bar{\delta}}\right)_{\nu}x_{\bar{\beta}\bar{\gamma}}^{\nu}\right],\\
\partial_{\nu}g_{\mu\rho}-g_{\sigma\rho}\Gamma_{\nu\mu}^{\sigma}-g_{\mu\sigma}\Gamma_{\nu\rho}^{\sigma} &=\left(g_{\mu\rho}\right)_{\nu}.\end{align}$$(Here, some subscripts indicate partial derivatives.)