 Solution

Fix $z_0\notin \Gamma$ and put $\delta =\mathrm{dist}(z_0,\Gamma )>0$. If $|z-z_0|<\delta /2$, thenuniformly for $w\in \Gamma$. Multiplication by the bounded continuous function $f$ and integration therefore prove continuity of $F$ at $z_0$.

Take $\Gamma$ to be the positively oriented unit circle and $f\equiv 1$. By the Cauchy integral formula, $F(z)=1$ inside the circle and $F(z)=0$ outside it, so no continuous extension across $\Gamma$ exists.

For the final assertion, cover $K$ by finitely many sufficiently small closed axis-parallel squares whose slightly enlarged squares lie in $\Omega$, choosing the grid so that no boundary meets $K$. Apply the square Cauchy formula to $f$ on every selected square and add the results. Integrals over shared edges cancel with opposite orientations. The remaining finitely many oriented boundary polygons can be split into contours ${\Gamma }_j\subset \Omega \setminus K$, and their sum isfor every $z\in K$.