That obviously depends upon what you understand by this wretched word 'continuity', which has come to often be misused (at least, per up upbringing) in the world of electricians.Surely you would get a reading through the element from the switch live wire in addition to the neutralHi, use your multimeter on continuity and meter between your blue wire and the N terminal on your plug.
A meter should indicate a 'negligible resistance' (and maybe 'beep') from a neutral wire to the plug neutral, but a substantially greater resistance (via element) between S/L wire and plug neutral.
Kind Regards, John