Maybe my misunderstanding of topology and compact sets is seriously flawed, but as far as I can tell I can't see why the "Sorgenfrey Line" is not $\sigma$-compact.
A topological space is $\sigma$-compact if it is the countable union of compact subsets. The Sorgenfrey Line is simply the real line endowed with the topology of half-open intervals. As stated on Wikipedia, the sets $(-\infty, a)$ and $[b, \infty)$ are both open, implying $[a, b)$ is clopen, and hence compact for finite $a, b$ (closed and bounded, unless Heine-Borel doesn't hold in this space for some reason).
Then we can write $\mathbb{R} = \bigcup_{n\in\mathbb{Z}}[n-\epsilon,n+1)$ for some $\epsilon>0$, so the Sorgenfrey line is clearly $\sigma$-compact.
What's the flaw in the logic? Is it the assumption that Heine-Borel holds in this space, and so the subsets with finite open subcovers aren't exactly the closed, bounded sets?