Let $G$ be a connected Lie group with Lie algebra $\mathfrak g$. The automorphism group Aut($\mathfrak g$) is a Lie group and a closed subgroup of GL$(\mathfrak g)$. The tangent map (at $e$) of any automorphism of $G$ is an automorphism of $\mathfrak g$. It is proven that $\DeclareMathOperator{\Aut}{\operatorname{Aut}} \Psi : \Aut(G) \to \Aut(\mathfrak g)$ is an injective group homomorphism
Now suppose $(f_n)_{n=1}^{\infty}$ is a sequence in $Aut(G)$, such that $(T_e(f_n))_{n=1}^{\infty} \to \psi$ converges in $Aut(\mathfrak g)$
I want to show that $ f := lim_{n\to \infty} f_n$ exists as an continuous automorphism of the abstract group $G$
First of all the $f_n$ are smooth, because they are in Aut(G), so they are Lie group isomorphisms, and therefore smooth by definition
Then by a known property of the exp:
$f_n(\exp(X))=\exp(T_ef_n X), \forall X \in T_eG$ taking the limit yields:
$\lim_{n\to \infty} f_n(\exp(X))=\exp(\psi(X))\in G, \forall X \in T_eG$
$\lim_{n\to \infty} f_n(g)=\exp(\psi(X))=:f(g)\in G, \forall g$ in a nbhd of the identity
I know that the image of the exponential map generates the connected component of the identity $G_e$,and by connectedness this coincides with G so: $G=G_e=<f(T_eG)>=<\exp(\psi(T_eG))>=<\exp(T_eG)>$
This means that convergence is actually valid in the whole group, becuase if I have convergence in the generating set, I must have convergence in the generated set.
I hope this is correct,if not please tell me.
And for my question How do I argue from here that $f$ is continuous?. First I thought it was automatic, but then I recalled from analysis that pointwise convergence of a sequence of functions does not imply continuity. So I am clueless about how to proceed here
If I get your question correctly, then the limit f is always smooth (not only continuous). Indeed, given a connected Lie group $G$ with Lie algebra $\mathfrak{g}$,
These initial data have a few immediate consequences.
As you said, since $G$ is connected and the subgroup $H\subseteq G$ contains $\exp(\mathfrak{g})$, one concludes that $H=G$. Hence there exists a (unique) map $\Psi\colon G\to G$ such that $$\Psi(g)=\lim_{n\to\infty}f_n(g),\ \text{for all}\ g\in G.$$ Now, because of Equation (3), this map $\Psi\colon G\to G$ also satisfies the following identity $$\Psi(\exp(X)\cdot g)=\exp(\psi(X))\cdot\Psi(g),\ \text{for all}\ g\in G.\tag{4}$$ Since the right-hand side of the latter depends smoothly on $X$ and the exponential map $\exp\colon\mathfrak{g}\to G$ induces a diffeomorphism from a neighborhood $\mathcal{V}$ of $0$ in $\mathfrak{g}$ onto a neighborhood $\mathcal{U}$ of $e$ in $G$, Equation (4) tells us that $\Psi$ is smooth on $\mathcal{U}\cdot g$ for any $g\in G$. This proves that $\Psi\colon G\to G$ is smooth on $G$.