In Halmos' Measure theory Theorem E from $\S$50 states that a compact set $C$ in a separable locally compact space $X$ is a $G_\delta$ set. The proof goes by the following logic: for $x \in X \setminus C$ let $U(x)$ and $V(x)$ denote some disjoint open subsets of $X$ such that $C \subset U(x)$ and $x \in V(x)$. It is clear that $C = \bigcap_{x \in X} U(x)$. Thus, if we manage to take a countable subcover from the cover $\{V(x)\}_{x \in X}$ of $X \setminus C$, then it follows that $C$ is $G_\delta$. Halmos states that such subcover exists due to separability of $X$.
The question is, how can one deduce that separability implies the existence of such subcover? As far as I can understand, it is not possible to conclude that $X$ is Lindelof if it is locally compact and separable (without metrizability or something else). If this is the case, then the follow-up question is: is the statement of the theorem correct? Maybe Halmos meant to prove this fact under the assumption of $X$ having countable base.
As stated above this is wrong: $\beta \mathbb N$, the Stone-Cech compactification of the integers, is compact and separable. Let $x \in \beta \mathbb N \setminus \mathbb N$. Then $\{x\}$ is compact, but not $G_\delta$, since in a compact space $G_\delta$-points have countable neighborhood bases (see Engelking, General topology, 3.1.F and 3.6.17).
Note that this example also shows that Lindelöf does not imply this statement. It holds, however, for hereditarily Lindelöf T2 spaces, since then each closed subset is $G_\delta$.