Lua has `goto` since 5.2; you don't need a continue keyword. e.g.

  for z=1,10 do
    for y=1,10 do
      for x=1,10 do
        if x^2 + y^2 == z^2 then
          print('found a Pythagorean triple:', x, y, z)
          print('now trying next z...')
          goto zcontinue
        end
      end
    end
    ::zcontinue::
  end