I have been told (here) that, under particular conditions, the electric field produced by a charge present in space $D$, defined by $$\boldsymbol{E}(\boldsymbol{x})=k\int_D\frac{\rho(\boldsymbol{y})}{\|\boldsymbol{x}-\boldsymbol{y}\|^{3}}(\boldsymbol{x}-\boldsymbol{y})\text{d}y_1\text{d}y_2\text{d}y_3$$where $\boldsymbol{y}=(y_1,y_2,y_3)$ and $\rho$ is the charge density, can converge even if $\boldsymbol{x}\in\bar{D}$ and can even be differentiable.
Although I admit that I have not been able to understand the answers there explaining to me that it may converge - in particular I do not understand whether Riemann triple integrals or Lebesgue integrals are intended - I see that quite strict hypothesis on $\rho$ must be made in order to have $\boldsymbol{E}\in C^1$.
Nevertheless, the elementary electrostatics coursebooks that I have seen use a density function $\rho$ constant on $D$ and zero outside $D$ very often; for example, if we have a sphere $D$ having radius $R$, charge $Q$, and constant charge density $\rho$, my book, Gettys' Physics 2, calculates the field on its surface (as $\frac{Q}{4\pi\varepsilon_0 R}\hat{\boldsymbol{r}}$ where $\hat{\boldsymbol{r}}$ is the radial unitary vector pointing from the centre of the sphere to the point where $\boldsymbol{E}$ is evaluated) by using Gauss's law although, before using Gauss's law, we must know that $\boldsymbol{E}$ and the surface integral $$\int_{\partial D}\boldsymbol{E}\cdot d\boldsymbol{S}$$ exist, while I do not think that $$k\rho\int_D\|\boldsymbol{x}-\boldsymbol{y}\|^{-3}(\boldsymbol{x}-\boldsymbol{y})\text{d}y_1\text{d}y_2\text{d}y_3$$ exists finite [EDIT: I was wrong: Emilio's answer shows that it does] for $\boldsymbol{x}\in\bar{D}$. Am I missing something?
Let us notice that, in order for $\int_{\partial D}\boldsymbol{E}\cdot d\boldsymbol{S}$ to exist, and therefore for Gauss's law to be applicable, the continuity of $\boldsymbol{E}$ would be a sufficient condition and, since$$\boldsymbol{E}_n(\boldsymbol{x}):=k\int_{D\setminus B(\boldsymbol{x},\varepsilon_n)}\frac{\rho(\boldsymbol{y})}{\|\boldsymbol{x}-\boldsymbol{y}\|^{3}}(\boldsymbol{x}-\boldsymbol{y})\text{d}y_1\text{d}y_2\text{d}y_3$$ (where $B(\boldsymbol{x},\varepsilon_n)$ is a ball of radius $\varepsilon_n$ centred in $\boldsymbol{x}$) is continuous as a function of $\boldsymbol{x}$, the uniform convergence of $\boldsymbol{E}_n$ to $\boldsymbol{E}$ as $\varepsilon_n\to 0$ would imply the continuity of $\boldsymbol{E}$.
Therefore I would like to know how to prove that $\boldsymbol{E}$ is continuous and I would be very grateful to anybody confirming or correcting my own answer, or clarifying the points that I say I do not understand in the other existing answer (see update below), or giving an alternative answer (using tools, of course, that I could understand, like multivariate calculus, while I know nothing of measure theory applied to integration in $\mathbb{R}^3$).
Update Oct 23 '15 I think that Emilio's proof, whom I heartily thank, uses the Taylor approximation $$\left(1+2\frac{d}{r^2} \hat{\boldsymbol{ n}}\cdot \boldsymbol{r}+\frac{d^2}{r^2}\right)^{-3/2}=1-\frac{3}{2}\left(2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\right)+o\left(2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\right)$$ as $2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\to 0$. Therefore $$\frac{1}{r^3}\left(1+2\frac{d}{r^2} \hat{\boldsymbol{ n}}\cdot \boldsymbol{r}+\frac{d^2}{r^2}\right)^{-3/2}(\boldsymbol{r}+d\hat{\boldsymbol{n}}) $$ $$=\frac{\boldsymbol{r}}{r^3}+\frac{d}{r^3}\hat{\boldsymbol{n}} -\frac{3d\hat{\boldsymbol{ n}}\cdot \boldsymbol{r}}{r^5}\boldsymbol{r}-\frac{3d^2\hat{\boldsymbol{ n}}\cdot \boldsymbol{r}}{r^5}\hat{\boldsymbol{n}}-\frac{3d^2}{2r^5}\boldsymbol{r}-\frac{3d^3}{2r^5}\hat{\boldsymbol{n}}+\frac{o\left(2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\right)}{r^3}(\boldsymbol{r}+d\hat{\boldsymbol{n}})$$ $$=\frac{\boldsymbol{r}}{r^3}+d\left( \frac{\hat{\boldsymbol{n}}}{r^3} -\frac{3 \boldsymbol{r}\cdot\hat{\boldsymbol{n}}}{r^5}\boldsymbol{r} \right)+O\left(\frac{d^2}{r^4}\right)+\frac{o\left(2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\right)}{r^3}(\boldsymbol{r}+d\hat{\boldsymbol{n}})$$as $2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\to 0$. Sadly, I cannot understand why this expression equates $\frac{\boldsymbol r}{r^3}+d\left(\frac{\hat{\boldsymbol n}}{r^3}-3\boldsymbol r\frac{\boldsymbol r\cdot \hat{\boldsymbol n}}{r^5}\right)+O(d^2/r^4)$ (as $d/r^2\to 0$?), and even more, how the inequality $$\left|\frac{\boldsymbol{x}-\boldsymbol{y}}{\|\boldsymbol{x}-\boldsymbol{y}\|^{3}}- \frac{\boldsymbol{x}_0-\boldsymbol{y}}{\|\boldsymbol{x}_0-\boldsymbol{y}\|^{3}}\right|\leq 4\frac{||\boldsymbol x-\boldsymbol x_0||}{||\boldsymbol x-\boldsymbol y||^3}+O\left(\frac{\|\boldsymbol{x}-\boldsymbol{x}_0\|^2}{||\boldsymbol x-\boldsymbol y||^4}\right)<4\frac{\delta}{\varepsilon_n^3}+C\frac{\delta^2}{\varepsilon_n^4}$$ (and the denominator $\|\boldsymbol{x}-\boldsymbol{y}\|$ of the first addendum of the right member of the inequality in particular) is derived, while I only can see that $\left\|\frac{\boldsymbol{x}-\boldsymbol{y}}{\|\boldsymbol{x}-\boldsymbol{y}\|^{3}}- \frac{\boldsymbol{x}_0-\boldsymbol{y}}{\|\boldsymbol{x}_0-\boldsymbol{y}\|^{3}}\right\|$ $\leq2\frac{\|\boldsymbol{x}_0-\boldsymbol{y}\|}{\|\boldsymbol{x}_0-\boldsymbol{y}\|^3}+O\left(\frac{\|\boldsymbol{x}_-\boldsymbol{x}_0\|^2}{\|\boldsymbol{x}_0-\boldsymbol{y}\|^4}\right)$ $+\left\|\frac{o\left(2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\right)}{r^3}(\boldsymbol{r}+d\hat{\boldsymbol{n}})\right\|$ (where the $O$ is intended as $d^2/r^4\to 0$ and the $o$ is intended as $2\frac{d}{r^2}\boldsymbol{r}\cdot\hat{\boldsymbol{n}}+\frac{d^2}{r^2}\to 0$)...
Thank you a lot again!
Edit Nov 16 '15: Since I have been told that I may be right I accept my own answer to mark the question as "solved" per se. Nevertheless, since I am also interested in understanding Emilio's proof (which would be my preferred choice, but which it would be dishonest on my part to accept since I cannot even understand its correctness), if somebody can explain the above passages that I cannot understand, I will accept his/her answer instead.