The diagonalisation method, which I figured out after Carl Mummert noted that it is possible:
Assume INF is $\Sigma_1$. Then we can enumerate its elements computably; for come computable $f$, we have INF $= \{ f(0), f(1), ...\}$.
Now construct a partial recursive function $g$ as follows:
First do one step of the computation for $\varphi_{f(0)} (0)$, then two steps of $\varphi_{f(0)} (0)$ and $\varphi_{f(0)} (1)$, then three of $\varphi_{f(0)} (0)$, $\varphi_{f(0)} (1)$ and $\varphi_{f(0)} (2)$ etc. Since the domain of $\varphi_{f(0)}$ is non-empty, this process will eventually halt for some argument $n_0$. Now we define that $g(n_0) = \varphi_{f(0)} (n_0)+1$.
Repeat this process for $\varphi_{f(1)}$, and let the first argument (excluding $n_0$) which $\varphi_{f(1)}$ halts on be $n_1$. Then we define $g(n_1) = \varphi_{f(1)} (n_1)+1$.
Each time, we repeat this process, defining $g$ at a new (unique) $n_k$. We can always afford to ignore previous $n_i$ because the domain of every function under consideration is infinite, so they must still halt yet somewhere else.
To compute the function at a value, simply go through the construction until an $n_i$ is found which is the input. If no such $n_i$ is ever found, this process naturally diverges.
$g$ is defined on the infinite set $\{ n_0, n_1, n_2, ... \}$, hence $\exists e$ with $g(n) = \varphi_{f(e)} (n)$.
But $\varphi_{f(e)} (n_e) = g(n_e) = \varphi_{f(e)} (n_e)+1$
By the construction, $\varphi_{f(e)}(n_e) \downarrow$ and $g(n_e) \downarrow$, so the above implies $0=1$.
This is a contradiction, so INF is not $\Sigma_1$.