Suppose $f,g:\mathbb{R} \rightarrow \mathbb{R}$ are such that $f(x)$ is continuous at $x=\alpha$ and $f(\alpha)=a$ and $g(x)$ is discontinuous at $x=a$, but $g\big(f(x)\big)$ is continuous at $x=\alpha$. Also, $f(x),g(x)$ are non-constant functions. Then, can it be said that $x=\alpha$ is an extremum of $f$ and $x=a$ is an extremum of $g$?
I have tried to construct examples of functions, but never could figure out a rigorous proof For example take the function $f(x)=x^2$ which is continuous at $0$, $g(x)=[x]$ which is discontinuous at $0$, but $g\big(f(x)\big)$ is continuous at $0$.
Here are some counterexamples, using the terminology of OP, i.e. $f$ continuous in $\alpha$, $g$ not continuous in $a=f(\alpha)$ and $g \circ f$ continuous in $\alpha$, always with $\alpha = 0$ and $a = 0$.
In this example $\alpha$ is an extremum for $f$ but $a$ is not an extremum for $g$: \begin{eqnarray} f(x) &=& x^2\\ g(x) &=& \begin{cases} x+1 & (x \geq 0)\\ x-1 & (x < 0). \end{cases} \end{eqnarray}
In the following example $\alpha$ is not an extremum for $f$, but $a$ is an extremum for $g$: \begin{eqnarray} f(x) &=& \begin{cases} x & (x\ \ \mbox{rational})\\ 0 & (x\ \ \mbox{irrational}) \end{cases} \\ g(x) &=& \begin{cases} 1 & (x\ \ \mbox{rational})\\ 0 & (x\ \ \mbox{irrational}). \end{cases} \end{eqnarray}
Finally an example where neither $\alpha$ nor $a$ are extrema of $f$ and $g$ respectively: \begin{eqnarray} f(x) &=& \begin{cases} x & (x\ \ \mbox{rational})\\ 0 & (x\ \ \mbox{irrational}) \end{cases} \\ g(x) &=& \begin{cases} 1 & (x\ \ \mbox{rational})\\ x & (x\ \ \mbox{irrational}). \end{cases} \end{eqnarray} Concerning the last two examples, note that $f(\mathbb R) \subseteq \mathbb Q$, so that $g \circ f$ is constant.