We developed an integrative transcriptomic, evolutionary, and causal inference framework for a deep region-level analysis, which integrates several published approaches and a new summary-statistics-based methodology. To illustrate the framework, we applied it to understanding the host genetics of COVID-19 severity. We identified putative causal genes, including SLC6A20, CXCR6, CCR9, and CCR5 in the locus on 3p21.31, quantifying their effect on mediating expression and on severe COVID-19. We confirmed that individuals who carry the introgressed archaic segment in the locus have a substantially higher risk of developing the severe disease phenotype, estimating its contribution to expression-mediated heritability using a new summary-statistics-based approach we developed here. Through a large-scale phenome-wide scan for the genes in the locus, several potential complications, including inflammatory, immunity, olfactory, and gustatory traits, were identified. Notably, the introgressed segment showed a much higher concentration of expression-mediated causal effect on severity (0.9-11.5 times) than the entire locus, explaining, on average, 15.7% of the causal effect. The region-level framework (implemented in publicly available software, SEGMENT-SCAN) has important implications for the elucidation of molecular mechanisms of disease and the rational design of potentially novel therapeutics.