Let $X,Y$ be metric spaces (say subsets of euclidean spaces if that should be necessary), $s>0$, and $F:X\to Y$ continuous. If $\phi: X\to\mathbb{F}$ is continuous, is the pushforward $$F_{!}(\phi): Y\to\mathbb{R}, y\mapsto \int_{F^{-1}(y)} \phi(x) \textrm{d}H^s$$ also continuous? Here $H^s$ denotes the $s$-dimensional Hausdorff measure.
I know it is measurable under some mild assumptions and I know it's smooth if $F$ and $\phi$ are smooth and $F$ is a submersion for example, but I wasn't able to prove continuity.
Not at all. The level sets of a continuous function can be very ugly. For simplicity, let $\phi\equiv 1$; then you are asking if $H^s(F^{-1}(y))$ is continuous with respect to $y$. It's not in general.
Let $K\subset \mathbb{R}$ be a fat Cantor-type set, so that $H^1(K)>0$. Let $F(x) = \operatorname{dist}(x,K)$; this is a Lipschitz continuous function. Its level sets $F^{-1}(y)$ are empty for $y<0$, yet the $H^1$ measure of $F^{-1}(0)$ is positive.
Additionally,