(I). We may re-name your $X_n$ as $X_n[0,1]$ and define $X_n[a,b]$ similarly for any $a,b$ with $a<b.$ This will be useful in what follows.
(II). Lemma. For any $a,b$ with $a<b,$ for any $c,d,$ for any $e>0,$ there exists continuous $f\in X_n[a,b]$ with $f(a)=c$ and $f(b)=d$ and $\min(c,d)\leq f(x)\leq \max (c,d)+e$ for all $x\in [a,b].$
Proof: Let $l:[a,b]\to [c,d]$ be linear with $l(a)=c$ and $l(b)=d.$ Take $N\in \mathbb N$ with $N$ even, and large enough that $$\frac {e}{(b-a)/N}-\frac {|c-d|}{b-a}>n.$$ Let $g:[0,(b-a)/N]\to [0,e]$ be linear with $g(0)=0$ and $g((b-a)/N)=e.$
For integer $j$ with $0\leq j\leq (N/2)-1$ define $$f(x)=l(x)+g\left((x-a)-\frac {2j(b-a)}{N}\right)$$ when $x-a\in [\frac {2j(b-a)}{N}, \frac {(2j+1)b-a}{N}],$ and define $$f(x)=l(x)+g\left(\frac {(2j+2)(b-a)}{N}-(x-a)\right)$$ when $x-a\in [\frac {(2j+1)(b-a)}{N}, \frac {(2j+2)(b-a)}{N}].$
Observe that when $x\in (a,b)$ and $f'(x)$ exists, we have $$|f'(x)|=|l'(x)\pm g'(x)| =\left|\frac {c-d}{b-a}\pm \frac {e}{(b-a)/N}\right|\geq \frac {e}{(b-a)/N}-\frac {|c-d|}{b-a}>n.$$
(III). Any $F\in C[0,1]$ is uniformly continuous. For $e>0$ take $M\in \mathbb N$ such that $$(1)...\quad \forall x,y\in [0,1]\;(|x-y|\leq 1/M\implies |F(x)-F(y)|\leq e).$$ For integer $i$ with $0\leq i\leq M-1$ use the lemma to take $f_i\in X_n[\frac {i}{M},\frac{i+1}{M}]$ with $f_i(
\frac {i}{M})=F(\frac {i}{M})$ and $f_i(\frac {i+1}{M})=F(\frac {i+1}{M})$ and $$(2)....\quad \min (\;F( i/M), F((i+1)/M)\;)\leq f_i(x)\leq e+\max (\;F(i/M),F( (i+1)/M)\;)$$ for all $x\in [\frac {i}{M},\frac {i+1}{M}].$
For $x\in [i/M,(i+1)/M]$ let $G(x)=f_i(x).$ We have $G\in X_n[0,1]$ and $G$ is continuous.
Now for any $x\in[0,1]$ take integer $i$ with $0\leq i\leq M-1$ and $x\in [i/M,(i+1)/M].$
For brevity let $\{y,z\}=\{i/M,(i+1)/M\}$ where $F(y)=\min (F(i/M),F(i+1)/M))$ and $F(z)=\max (F(i/M),F(i+1)/M)).$... By (1) we have $$(3)....\quad -F(z)-e\leq -F(x)\leq -F(y)+e$$ . We have $G(x)=f_i(x)$ so by (2) we have $$(4)....\quad F(y)\leq G(x)\leq F(z)+e.$$ Adding (3) and (4) we have $$-2e\leq F(y)-F(z)-e \leq G(x)-F(x)\leq F(z)-F(y)+2e\leq 3e .$$ So $|F(x)-G(x)|\leq 3e$ for all $x\in [0,1].$