@robjohn , when you wrote your
answer, were you aware of the fact that $hu=t-x$, i.e. the variable $hu$ does not depend on $h$ at all? This may prompt the suspicion that the limit in equation 3 should be with respect to $t$, however, this would probably make little sense since the Taylor expansion is centered at $t$. The other independent variable, $n$, does not seem to be a function of $hu$.