Interaction not significant but Johnson-Neyman finding significant regions

I'm using the PROCESS macro and applying the Johnson-Neyman technique to some simple moderation analyses. I'm not quite sure what to make of some of my results. My results indicate the interaction between X and the moderator is not significant but the conditional effects of X on Y at -1SD, M, and +1SD values of my moderator are significant AND the Johnson-Neyman technique is identifying significant regions. How is that possible?

I can understand how the conditional effects at different values of the moderator could not be significant and still have the Johnson-Neyman pick up regions of significance (interaction could be significant at values outside -1SD or +1SD of the moderator). But how can the overall interaction not be significant?

I thought of a couple explanations... maybe the interaction is significant at really high or low values of my moderator but there's not enough people with these values. I checked and this isn't the case. One other possible reason: I'm including covariates in the model so maybe the interaction is not significant with the covariates but is significant without the covariates.

I welcome any thoughts. Should I interpret these interactions?
I have this exact same issue. Can I ask how you reached a resolution? Did you report moderation based on Johnson Neyman results (i.e. at certain levels) or did you end up saying there was no moderation?