Consider an arbitrary open set $\Omega \subset \mathbb R^n$ and an arbitrary element $1 \leqslant p < \infty$. Moreover, let $(f_n)_{n \in \mathbb N} \subset L^p(B(x,r) \cap \Omega)$ denote a convergent sequence in $L^p(B(x,r) \cap \Omega)$, for every $x \in \Omega$ and $r > 0$. In other words, for each $x \in \Omega$ and $r > 0$ there exists a function $f_{x,r} \in L^p(B(x,r) \cap \Omega)$ such that
$$ \lim_{n \to \infty}\| f_{x,r} - f_n \|_{L^p(B(x,r) \cap \Omega)} = 0. $$
My goal is, if possible, to build a function $f$ such that
$$ \tag{1} f \in L^p_{\text{loc}}(\Omega) \quad \text{ and }\quad \lim_{n \to \infty}\| f - f_n \|_{L^p(B(x,r) \cap \Omega)} = 0, $$
for every $x \in \Omega$ and $r > 0$.
My attempt. Clearly, to prove the R.H.S condition of $(1)$, it is sufficient to establish that
$$ \lim_{n \to \infty} \| f - f_n \|_{L^p(B(x,r) \cap \Omega)} \leqslant \lim_{n \to \infty} \| f_{x,r} - f_n \|_{L^p(B(x,r) \cap \Omega)}, $$
for every $x \in \Omega$ and $r > 0$. Furthermore, simple calculations yield
$$ \| f - f_n \|_{L^p(B(x,r) \cap \Omega)} \leqslant \| f - f_{x,r} \|_{L^p(B(x,r) \cap \Omega)} + \| f_{x,r}- f_n \|_{L^p(B(x,r) \cap \Omega)}, $$
for every $n \in \mathbb N$ and $x \in \Omega, r > 0$. This inequality turns out to not provide a viable choice since the functions $f_{x,r}$ are not necessarily equal for different values of $x \in \Omega$ and $r > 0$. Hence, I am looking for an alternative approach to prove this result.
Thanks for any help in advance.
This question is much simpler than you thought. The key is that the following caution in your OP
is almost unnecessary.
The reason is that $L^p(X)$ for a measure space $X$ is a normed space, so limit in $L^p$ is unique. That is, two limit functions are equal almost everywhere.
Therefore, if $B(x_1, r_1)\cap B(x_2,r_2)\neq \emptyset$, then the limits $$ f_{x_1,r_1}=f_{x_2,r_2} \text{ a.e. in }B(x_1, r_1)\cap B(x_2,r_2), $$ since $f_n\to f_{x_1,r_1}$ and $f_n\to f_{x_2,r_2}$ in $L^p(B(x_1, r_1)\cap B(x_2,r_2))$. Therefore we have a function $$ F_2(y):=\begin{cases} f_{x_1,r_1}(y) & y\in B(x_1,r_1)\\ f_{x_2,r_2}(y) & y\in B(x_2,r_2)\backslash B(x_1,r_1) \end{cases} $$ defined on $B(x_1, r_1)\cup B(x_2,r_2)$. Furthermore, $F_2=f_{x_2,r_2}$ a.e. on $B(x_2,r_2)$.
Now since ${\mathbb R}^n$ is second countable, there exist a countable family of $\{B(x_i,r_i)\}$ such that $$ \Omega = \bigcup_{i=1}^\infty B(x_i, r_i). $$ Let $E_k=\bigcup_{i=1}^k B(x_i, r_i)$. By induction, we can build a sequence of functions $F_k$ on $E_k$, using $F_{k-1}$ on $E_{k-1}$ and $f_{x_k,r_k}$ on $B(x_k,r_k)\backslash E_{k-1}$, just as how we build $F_2$ above.
Eventually the sequence $F_k$ totally extend each other, and defines a function $F$ on $\Omega$ by $$ F(y) := F_k(y) \quad\text{if }y\in E_k. $$
Furthermore, by its construction and the uniqueness of $L^p$ limit, $$ F=f_{x_i,r_i} \text{ a.e. on }B(x_i,r_i). $$ Then $F$ is the limit $f$ you were looking for.
Now we show that $$ F\in L^p_{\text{loc}}(\Omega). $$ Let $K\subset \Omega$ be a compact subset. Then by the definition of compactness, there exists finitely many $B_j=B(x_{i_j}, r_{i_j}), j=1,\dots, N$ such that $K\subset \bigcup B_j$. Then $$ \int_K |F|^p \leq \sum_{j=1}^N \int_{B_j} |F|^j = \sum_{j=1}^N \int_{B(x_{i_j}, r_{i_j})} |f_{x_{i_j},r_{i_j}}|^p <\infty. $$
The last thing to do is to consider a general $B(x, r)$. But since $B(x, r)\cap \Omega\subset \bigcup_{i=1}^\infty B(x_i,r_i)$, by the uniqueness of $L^p$-limit, we see that the limit here $$ f_{x, r} = F \text{ a. e. on }B(x, r)\cap \Omega. $$ Therefore $$ \lim_{n\to \infty} \|f_n-F\|_{B(x,r)\cap \Omega}=\lim_{n\to \infty} \|f_n-f_{x,r}\|_{B(x,r)\cap \Omega} = 0,\quad \forall x\in \Omega, r>0. $$