The spectrum of an operator is always a closed set. But perhaps they are defining the "continuous spectrum" to be all points of the spectrum that are not in the point spectrum (i.e. not eigenvalues). Then there can be eigenvalues surrounded by continuous spectrum. The classic example of this in a Schrödinger operator is due to Wigner and von Neumann. See e.g. this recent paper of Milivoje Lukic.