Not sure if my proof as is is correct:
Since $a_n \leq b_n$ for all $n$, we have $a_n - b_n \leq 0$. As such, by the limit location theorem it holds that $\lim_{n\to\infty} (a_n - b_n) \leq 0$. By linearity, we have $\lim_{n\to\infty} a_n - \lim_{n\to\infty} b_n \leq 0$, which implies $lim_{n\to\infty} a_n \leq \lim_{n\to\infty} b_n$.
My one concern is using the LL Theorem on the sequence $a_n - b_n$: do I need to prove this sequence is convergent first?
So it amounts to prove that if $u_{n}\rightarrow u$ and $u_{n}\leq 0$, then $u\leq 0$.
Assume that $u>0$, consider the positive number $u/2$, then $|u_{n}-u|<u/2$ for large $n$, and hence $u_{n}>u-u/2=u/2>0$, contradicts the assumption that $u_{n}\leq 0$.