We construct a sequence of finite graphs that weakly converge to a Cayley graph, but there is no labelling of the edges that would converge to the corresponding Cayley diagram. A similar construction is used to give graph sequences that converge to the same limit, and such that a Hamiltonian cycle in one of them has a limit that is not approximable by any subgraph of the other. We give an example where this holds, but convergence is meant in a stronger sense. This is related to whether having a Hamiltonian cycle is a testable graph property.