Recall that $f$ is continuous at $x$ if and only if $f(x_n)\to f(x)$ whenever $x_n\in x$. In this question you can't conclude the result from continuity because $0$ is not in the domain of the function. One can easily construct a continuous function $f:\mathbb{R}\setminus\{0\}\to\mathbb{R}$ such that $\lim_{x\to 0}f(x)$ does not exist. For example $f(x)=\sin\frac{1}{x}$.
Indeed you will have to use Lipschitz condition. Since $f$ is Lipschitz, there exists $C>0$ such that
$$|f(x)-f(y)|\leq C|x-y|,\quad\forall x,y\in\Bbb{R}\setminus\{0\}.$$
In particular
$$|f(a_n)-f(a_m)|\leq C|a_n-a_m|,\quad\forall m,n\in\Bbb{N}.$$
Note that $(a_k)$ is convergent so it's a Cauchy sequence. By definition of Cauchy sequence, for every $\epsilon>0$, there exists $N_0\in\Bbb{N}$ such that
$$|a_n-a_m|N_0.$$
This means
$$|f(a_n)-f(a_m)|<\epsilon,\quad\forall n,m>N_0.$$
Thus $(f(x_k))_{k=1}^\infty$ is a Cauchy sequence. Hopefully this may also give you some idea for the uniform continuous case.