After switch domain, some parts of my site still point to my old domain

Some themes use url in /wp-admin settings menu url. Please also change this. And another problem is full-urls in your db. You should change these urls in db.

https://wordpress.org/support/article/changing-the-site-url/#changing-the-url-directly-in-the-database

BTW, if you are using phpmyadmin, search old url in all tables (you can search all tables when click the db not any table and you will see search tab right hand) and manually change.