It seems the following.
I will consider that $s\in\Bbb R$, not in $\Bbb R^n$, because I don’t understand what is $sx\in\Bbb R^n$
The correctness of the definition of the operator imposes restrictions on the set $U$: $U+a\subset U$ or $sU\subset U$. Or we may for each function $f\in L^p(U)$ consider its extension in $L^p(\Bbb R^n)$ such that $f|(\Bbb R^n\setminus U)\equiv 0$ and to deal with this extension.
i) The translation operator $T_a$ preserves the norm:
$$\| f\|^p=\int_U f(x)^pd\mu=\int_{\Bbb R^n} f(x)^pd\mu=\int_U f(x+a)^pd\mu=\|T_a f\|^p.$$
The dilation operator $D_s$ has norm $|s|^{-n/p}$:
$$\|f\|^p=\int_U f(x)^pd\mu=\int_{\Bbb R^n} f(x)^pd\mu=|s|^{-n}\int_{\Bbb R^n} f(sx)^pd\mu=|s|^{-n}\|D_sf\|^p.$$
ii) I hope that similarly to answers to a question pointed by @saz, we can show that $\lim_{r \to r_0} \|T_rf−T_{r_0}f\|_{L_p} =0$ and $\lim_{s \to s_0} \|D_sf−D_{s_0}f\|_{L_p}=0$.