Consider the unit interval $I=[0, 1]$ and assume that the function $f\colon I\to \mathbb R$ satisfies $$ f(t)=\lim_{n\to \infty} f_n(t), \qquad \text{for all }t\in I $$ where $$ f_n(t)=\lim_{j\to \infty} f_{n\, j}(t), \qquad \text{for all }t\in I $$ and $f_{n\, j}\in C(I)$.
Question. Is it true that there exists a sequence $g_n\in C(I)$ such that $$f(t)=\lim_{n\to \infty} g_n(t), \qquad \text{for all }t\in I?$$
The answer is positive if every "$\text{for all}$" is replaced by "$\text{for almost all}$", and the proof uses in an essential way Egorov's theorem to obtain some uniformity. (See Proposition 1.4.3 here). That's why I think that the answer to the present question is negative.