What tests are you using for correlation? Is it the appropriate option for your data distribution? How many observations? What's the experimental design in your research?
I alwasy recommend starting with visual examination of your data - a scatterplot of VL and CD4, if necessary stratified by your CD38. This might help you understand what is going on. Without knowing more about the data and specifically which tests you are using, it is difficult to provide any recommendation on interpretation or about whether the test is appropriate.
I am in agreement with what Dr Valente says above. Firstly, what research question are you asking?. It is only in the context of your research question, the study design and methodology followed and the data collected can a specific answer be provided. Please see this interesting link
Covariate is a variable that is not of main interest in an experiment but can affect the dependent variable and the relationship of the independent variable with the dependent variable.
Read more here https://www.reneshbedre.com/blog/what-is-covariate.html