Let $\mathcal A$ be a collecction of subsets of some set $A$. Whenever $\{ X_n\}_{n\in\mathbb N}$ is a sequence of sets such that $\liminf_n X_n \triangleq \bigcup_{n\geq 1}\bigcap_{m\geq n} X_m$ and $\limsup_n X_n \triangleq \bigcap_{n\geq 1}\bigcup_{m\geq n} X_m$ are both equal to some set $X$ then we say that $\lim_n X_n$ exists and equal $X$.
Suppose we have a sequence of sets $\{ X_{n,k} \}_{n,k\in\mathbb N}$ in $\mathcal A$ such that for all $n$, $\lim_n X_{n,k}=X_n$ for some $X_n$ (that may not be in $\mathcal A$) and suppose that $\lim_n X_n = X$ for some $X$. I want to prove (or disprove) the following
There is a sequence of sets $\{ Y_n \}_{n\in\mathbb N}$ in $\mathcal A$ such that $\lim_n Y_n=X$.
My attempt uses a bijective mapping $\phi:\mathbb N\to\mathbb N^2$ and the sequence of sets $Y_n=X_{\phi(n)}$, it feels that this might do the trick but I can't quite finish the argument. It would be enough to show that $\liminf_n X_n\subseteq \liminf_n Y_n$ and $\limsup_n Y_n\subseteq \limsup_n X_n$, proving those two should be very similar so let's focus on the first one.
\begin{align*} \bigcup_{n\geq1}\bigcap_{m\geq n} \bigcup_{k\geq1}\bigcap_{\ell\geq k} X_{m,\ell}\subseteq \bigcup_{n\geq1}\bigcap_{m\geq n} X_{\phi(m)} \end{align*}
here it feels like we would like to swap the two middle intersection and union but this would result in the other inclusion. I am not sure what kind of condition ensures that we can do the swapping or if this idea is even a good one in the first place. Any idea is most welcome.
An equivalent formulation using characteristic functions : it is known that $\lim_n X_n=X$ if and only if $\psi_{X_n}$ converges to $\psi_X$ point-wise. From $\mathcal A$ we can get $\mathcal F=\{ \psi_X : X \in\mathcal A\}$ which is a set of $\{0,1\}$ valued functions. Consider $\overline{\mathcal F}=\{ \psi : \psi = \lim_n \psi_n, \psi_n\in\mathcal F \}$ the sequential closure of $\mathcal F$. What I am trying to prove is essentially that $\overline{\overline{\mathcal F}}=\overline{\mathcal F}$.