I teach A Level Maths in the UK. We are required to do some 'introduction' to integral from first principles as part of the specification (link, page 25 is the interesting part).
In a previous exam question (Paper 2, June 2018), this was essentially the question:
Suppose we have the curve $y= \sqrt{x}$
The point $P(x,y)$ lies on the curve. Consider a rectangle with height $y$ and width $\delta x$.
Calculate $\displaystyle \lim_{\delta x \rightarrow 0}\sum_{x = 4}^9 \sqrt{x} \,\delta x$
The answer involves us recognising $$ \lim_{\delta x \rightarrow 0}\sum_{x = 4}^9 \sqrt{x} \, \delta x = \int_4^9 \sqrt{x} \, dx$$ and evaluating the integral.
Is this notation standard?
To me, it doesn't make sense. How can you have $x=4$ to $9$ as the limits on the sum, for example? A sum only works over integral values.
In addition, one could easily give meaning to the limit as $\displaystyle \lim_{\delta x \rightarrow 0}\sum_{x = 4}^9 \sqrt{x} \, \delta x = \lim_{\delta x \rightarrow 0}( \sqrt{4}(\delta x) + \sqrt{5} (\delta x) + \cdots + \sqrt{9} (\delta x))$ which should be $0$ as $\delta x \rightarrow 0$.
The reason I am so confused is that this question and notation appears on a Pearson A Level Maths Exam paper. It is a regulated qualification. There are very qualified people out there that have deemed this to make sense and be used to assess the understanding of thousands of A Level students in the UK.
$$\lim_{\delta x \to0}\sum_{r = 1}^n f(x_r^*)\,\delta x$$ and $$\lim_{n \to\infty}\sum_{r = 1}^n f(x_r^*)\,\delta x$$ are equivalent expressions (containing Riemann sums).
Loosely generalising the index of summation to $x$, $$\lim_{\delta x \to0}\sum_{x = x_1^*}^{x_n^*} f(x)\,\delta x,$$ I reckon that the expression remains conceptually sound.
If the limits of integration are $a$ and $b$, $$\lim_{\delta x \to0}\sum_{x = a}^{b-\delta x} f(x)\,\delta x$$ (containing a right Riemann sum) is equivalent to the above expression.
$$\lim_{\delta x \to0}\sum_{x = a}^{b} f(x)\,\delta x$$ converges to the same value, I think. This is the notation used in the syllabus/specification in question.
However, the sum now ceases to be a Riemann sum, as we are now considering $(n+1)$ instead of just $n$ subintervals. I don't find this hand-waving beneficial to thoughtful learners, because it conflicts with the intuitive partition of $n$ rectangles of (in our case fixed) width $\delta x$.
Given that the specification (p. 25) requires only that the candidate recognise the limit of a sum as an integral, and the exam (Q5) accordingly just expects the candidate to rewrite $\displaystyle \lim_{\delta x \to 0}\sum_{x = 4}^9 \sqrt{x} \, \delta x\,\,\text{ as }\,\displaystyle \int_4^9\sqrt{x} \,\mathrm{d}x$ $\,\,\big(\text{for 1 mark}\big),$ I think the nonstandard notation is acceptable (albeit not particularly instructive).
ADDENDUM
$\delta x$ is the width of the $n$ subintervals of our regular partition, i.e., $\displaystyle\delta x=\frac{b-a}n$, so $\delta x$ and $n$ vary in tandem as the Riemann sum approaches the definite integral.
Your error in $\boxed{\lim_{\delta x \rightarrow 0}\sum_{x = 4}^9 \sqrt{x} \, \delta x = \lim_{\delta x \rightarrow 0}\left( \sqrt{4}(\delta x) + \sqrt{5} (\delta x) + \cdots + \sqrt{9} (\delta x)\right)=0}$ was in choosing a step size of 1 instead of letting it vary as $\delta x$. (After all, with the index of summation generalised from $r$ to $x$, the step size ought to be correspondingly changed from $1$ to $\delta x$.) This is why the first equality in the box is false.