The mathematics in your post is correct:
$$\text{from} \qquad F_e = -\frac{d U_r}{dr} \qquad \text{and} \qquad F_e = \frac{dW}{dr} \qquad \text{it follows} \qquad \boxed{dW = -dU_r} \tag 1$$
As you already mentioned, the work $W$ done by a conservative force equals the negative of the change in potential energy $\Delta U$
$$W = -\Delta U \tag 2$$
What is seems to me is that you are confused how come $dW$ in Eq. (1) and $W$ in Eq. (2) mean the same thing. Note that the well known equation for work
$$W = \int \vec{F} \cdot d\vec{r} \tag 3$$
actually comes from
$$dW = \vec{F} \cdot d\vec{r} \tag 4$$
You can read the Eq. (4) as follows: a force $\vec{F}$ over infinitesimal small displacement $d\vec{r}$ does infinitesimal small work $dW$.
As forResponding to your edit, you are getting the wrong sign because independent variable $r$ in
Work done by electric field to move a charge from r to $\infty$ : $$W=-\Delta U_r=\int_{r}^{\infty}\frac{kQq}{r^2}dr$$
is the lower bound of the integral. Remember that by definition, if function $f$ is continuous on interval $[a,x]$ then
$$F(x) = \int_{a}^{x} f(t) dt \quad \rightarrow \quad F'(x) = f(x)$$
But in your case you have
$$F(x) = \int_{x}^{a} f(t) dt = - \int_{a}^{x} f(t) dt \qquad \rightarrow \qquad F'(x) = -f(x)$$$$F(x) = \int_{x}^{a} f(t) dt = - \int_{a}^{x} f(t) dt \quad \rightarrow \quad -F'(x) = f(x)$$
You just missed the negative signThe expression for work done by electric field to move a charge from $r$ to $\infty$ that you found
$$U_r = \frac{k Q q}{r}$$ $$W = U_r$$
is correct. But when you wrote "$\frac{dW}{dr}$" under "Findingtake derivate of that expression to find force $F_e$", you have to take into account that $r$ was actually lower bound.