For the classical three-dimensional Ising model, it is rigorously known that the magnetization is continuous at $T_c$ and that the magnetic susceptibility diverges as $T\downarrow T_c$ (the actual result is stronger than that). A proof can be found in the paper https://arxiv.org/pdf/1311.1937.pdf. That still seems to be the state-of-the art. Note that the arguments are very specific to the Ising model (they rely crucially on the random-current representation).