Weyl semimetals (WSMs) are characterized by topologically stable pairs of nodal points in the band structure, that typically originate from splitting a degenerate Dirac point by breaking symmetries such as time reversal or inversion symmetry. Within the independent electron approximation, the transition between an insulating state and a WSM requires the local creation or annihilation of one or several pairs of Weyl nodes in reciprocal space. Here, we show that strong electron-electron interactions may qualitatively change this scenario. In particular, we reveal that the transition to a Weyl semi-metallic phase can become discontinuous, and, quite remarkably, pairs of Weyl nodes with a finite distance in momentum space suddenly appear or disappear in the spectral function. We associate this behavior to the buildup of strong many-body correlations in the topologically non-trivial regions, manifesting in dynamical fluctuations in the orbital channel. We also highlight the impact of electronic correlations on the Fermi arcs.