Locally Lipschitz implies continuity. Does the converse implication hold?
Intuitively, a counterexample must be a function which is very steep without having a jump or other sort of discontinuity. Consider, for example, $$g(x) = x^{1/3}$$ at $0$. Then
$$\frac{|g(x) - g(0)|}{|x - 0|} = x^{-2/3}$$
This cannot be bounded in a neighborhood of $0$.
Or $x \mapsto \sqrt{|x|}$: ${}{}{}{}$