I want to prove this variation of Heine-Borel theorem in $\mathbb{R}^2$ in the following way.
Theorem. The square $C=[c_1-r,c_1+r]\times[c_2-r,c_2+r]$ is compact.
Here is the idea for the proof.
Let $\mathfrak{F}$ be an open cover made of square balls (With the max metric) for $C$ (This means the elements of $\mathfrak{F}$ are of the form $I\times J$ for $I,J$ open intervals of the same lenght). Let $x\in[c_1-r,c_1+r],y\in[c_2-r,c_2+r]$.
Then $(x,y)\in C$ and there exists some intervals $I,J$ such that $I\times J\in \mathfrak{F}$ and $x\in I$, and $y\in J$. This means that the family $$\mathfrak{F}_X=\{I\mid I\times J\in\mathfrak{F},J\text{ any interval}\}$$ is an open cover for $[c_1-r,c_1+r]$. Then by Heine-Borel in $\mathbb{R}$ there exists a finite subcover of $\mathfrak{F}_X$, let's call it $\mathfrak{F}_X'$. Analogously we get a finite subcover $\mathfrak{F}_Y'$ of $$\mathfrak{F}_Y=\{J\mid I\times J\in\mathfrak{F},I\text{ any interval}\}$$
Using these subcovers I want to build a finite subcover of $\mathfrak{F}$. I wanted to build the family: $\mathfrak{F}'=\{I\times J \mid I\in\mathfrak{F}_X', J\in \mathfrak{F}_Y'\}$, but I cannot assure that these elements $I\times J$ are in $\mathfrak{F}$. How can I finish this?