You're no longer dealing with real-valued functions on $\mathbb R^4$, but with distributions, and you need to evaluate expressions by integrating over a test function $\varphi$:
$$
\begin{align*}
&\int_{\mathbb R^4}\left(\frac{\partial\rho}{\partial t}(\mathbf r,t) + \nabla\cdot\mathbf j(\mathbf r,t)\right)\varphi(\mathbf r,t)\;\mathrm d(\mathbf r,t)
\\= &\int_{\mathbb R^4}\left(e\frac\partial{\partial t}\delta(\mathbf r - \mathbf R(t))\varphi(\mathrm r,t) + \sum_{i=1}^3e\dot R_i(t)\frac\partial{\partial x^i}\delta(\mathbf r - \mathbf R(t))\varphi(\mathrm r,t)\right)\;\mathrm d(\mathbf r,t)
\\=&\int_{\mathbb R^4}\left(-e\delta(\mathbf r - \mathbf R(t))\frac{\partial\varphi}{\partial t}(\mathbf r,t)-\sum_{i=1}^3e\dot R_i(t)\delta(\mathbf r - \mathbf R(t))\frac{\partial\varphi}{\partial x^i}(\mathbf r,t)\right)\;\mathrm d(\mathbf r,t)
\\=&\int_\mathbb R\left(-e\frac{\partial\varphi}{\partial t}(\mathbf R(t),t)-\sum_{i=1}^3e\dot R_i(t)\frac{\partial\varphi}{\partial x^i}(\mathbf R(t),t)\right)\;\mathrm dt
\\=&\int_\mathbb R -e\frac{\mathrm d}{\mathrm dt}\varphi(\mathbf R(t),t)\;\mathrm dt
\\=&\left[-e\varphi(\mathbf R(t),t)\right]^\infty_{t=-\infty}
\\=&0
\end{align*}
$$
The second equality looks like integration by parts as $\varphi$ has compact support (ie in particular vanishes at infinity), but is actually the definition of the derivative of a distribution.