A famous proof of the uncountability of $\mathbb{R}$ can be applied to your set too.
If your set had an ordering $\{s_1,s_2,s_3,\ldots\}$ with each $s_i=[s_{i1},s_{i2},s_{i3},
\ldots]$, then we can construct an $s$ that is not in your ordering. Just define $s$'s $i$th entry to be something other than $s_{ii}$, and also something greater than all of the preceding entries of $s$ (to keep your condition of distinct natural numbers, and even keep the sequence sorted, if that is your intent). Then for all $i$, $s$ disagrees with $s_i$ in the $i$th position, and so $s\neq s_i$ for any $i$. So there never was an ordering that contained everything in your set in the first place.