I am struggling with 1.7 exercise from the Karatzas, Shreve "Brownian motion and stoch. calulus".

Denote by $\mathcal{F}^X_{t_0}$ the natural filtration corresponding to a process $X:[0,\infty)\times \Omega \to \mathbb{R}^k$. Suppose that every sample path of $X$ is RCLL (**R**ight **C**ontinuous on $[0,\infty)$ and with finite **L**eft-hand **L**imits on $(0,\infty)$)

Introduce an event $A\subset\Omega$ that $X$ is continuous on $[0,t_0)$ (we have an underlying probability space $(\Omega, \mathcal{F}, P)$). **The task is to show that $A\in \mathcal{F}^X_{t_0}.$**

I see that $$A=\left\{\omega\in\Omega\,|\, \forall t\in [0,t_0)\,:\, \lim_{s\to t^{-}} X(s,\omega) = X(t,\omega)\right\}.$$ However I have no clue how to prove that this is somehow in the minimal $\sigma-$algerbra $\mathcal{F}^X_{t_0}$ what I interpret as the minimal $\sigma-$algerbra spaned by the sets of the form $$\left\{\omega\in\Omega\,|\,X(t,\omega)\in B\right\}$$ where $0\leq t \leq t_0$ and $B$ is an arbitrary Borel subset of $\mathbb{R}^k.$

I thought to somehow interpret the limiting property $\lim_{s\to t^{-}} X(s,\omega) = X(t,\omega)$ with a set-theoretical approach as follows:

\begin{gather*} \{\omega\in\Omega\, | \, \lim_{s\to t^{-}} X(s,\omega) = X(t,\omega)\} =\\ \bigcap_{n\in\mathbb{N}} \bigcap_{m\in\mathbb{N}, m\geq m^*_n}\{\omega\in\Omega\,|\,\forall s\in(t-1/m,t)\,:\, ||X(t,\omega)-X(s,\omega)||<1/n\} \end{gather*}

Above the index $m^*_n$ comes from a usual sequential understanding of left-hand limits.

However, I am not able to make a step forward as I do not know how to deal with the continuous character of $t,s$ variables above (i.e. it is not easy to show measurability in $\Omega$ unless I can somehow make discrete unions/intersections...)

Hopefully, someone can help. Thx in advance!