I would suggest that the position of charge $q_1$ is a reasonable place to have the origin.
$d\vec r$ is an incremental change of position with the path taken determined by the limits of the integration.
So in the second integral the force acting on charge $q_2$ is in the same direction as the path taken from $R$ to infinity so the dot product of force and incremental change in position (work done) is positive.
For the first integral the dot product will be negative but once the integration from infinity to $R$ is performed the work done by Walter Lewin comes out to be positive.
It might have been clearer if Walter Lewin had evaluated the work done by the electric field in going from infinity to $R$ which would have come out as a negative quantity and then used the idea that the change in potential energy is minus the work done by the electric field.
The limits of integration (infinity to $R$) would then have been the same way around in both integrals.