Continuity is an intuitive concept. I will not dwell on the precise definitions of continuity and the rest here. Note that differentiability is a more restrictive condition than continuity, while analyticity for complex-valued functions is even more restrictive than differentiability.
To some extent, I understand the motivation behind defining these terms as they are defined right now. My question is: what is the next condition in the sequence
continuity, differentiability(scalar/vector/left-right/partial:all), analyticity $\cdots$?
Does there exist a next term in this sequence? If yes, in what context? if no, what is the reason? are all possible restrictions on functions' behavior covered in some sense? As one goes on in higher dimensions, is there some behavior that prompts any further restriction, so to speak?
PS: I am talking in very general terms, with their usual connotations.
No, at least not ones I consider analogous, but you've skipped (infinitely) many steps. All these properties of functions are examples of what is called the differentiability class of a function. For example, a continuous function is of class $C^0$, and a differentiable function is of class $C^1$. More generally, a function is of class $C^k$ if it has continuous $k^{th}$ derivatives. This extends to $C^\infty$, the class of functions with continuous $k^{th}$ derivatives for all $k\geq 0$, i.e. the smooth functions, and analytic functions are said to be of class $C^\omega$.