  We present results of a follow-up search for continuous gravitational waves
(CWs) associated with sub-threshold candidates from the LIGO-Virgo-KAGRA (LVK)
All-Sky All-Frequency (ASAF) directed radiometer analysis, using Advanced LIGO
data from the third observing run (O3). Each ASAF candidate corresponds to a
$1/32\,\,\mathrm{Hz}$ frequency band and ${\sim}13\,\,\mathrm{deg}^2$ sky
pixel. Assuming they represent possible CW sources, we analyze all $515$ ASAF
candidates using a semi-coherent, $\mathcal{F}$-statistic-based matched filter
search. The search algorithm incorporates a hidden Markov model (HMM),
expanding the signal model to allow frequency spin-wandering, as well as
unmodeled frequency evolution of less than $10^{-5}$ Hz per day that is not
captured by the searched range of $\pm10^{-9}\,\,\mathrm{Hz/s}$ in frequency
derivative. Significance thresholds with a $5\%$ probability of false alarm per
ASAF candidate are determined empirically by searching detector noise at
various off-target sky positions. We obtain $14$ outliers surviving a set of
vetoes designed to eliminate instrumental artifacts. Upon further
investigation, these outliers are deemed unlikely to represent astrophysical
signals. We estimate the sensitivity of our search to both isolated and binary
sources with orbital period greater than one year by recovering simulated
signals added to detector data. The minimum detectable strain amplitude at
$95\%$ confidence for isolated (long-period binary) sources is $h_0^{95\%} =
8.8\times 10^{-26}$ ($9.4\times 10^{-26}$) at a frequency of
$222.6\,\,\mathrm{Hz}$. While this study focuses on ASAF sub-threshold
candidates, the method presented could be applied to follow up candidates from
future all-sky CW searches, complementing currently existing methods.
