First, let's note that we can make the two definitions of continuity you have above agree, regardless if the domain of $f$ is an open subset of $\mathbb{R}$ or not. Indeed, consider generalizing the sequential definition:
Let $U \subset \mathbb{R}$, let $f : U \to \mathbb{R}$ be a function, and suppose $x_0 \in U$. Then $f$ is continuous at $x_0$ when for all sequences $\{x_n\}_{n=1}^{\infty}$ in $U \setminus \{x_0\}$ which converge to $x_0$ it holds that $\lim\limits_{n \to \infty} f(x_n) = f(x_0)$.
This definition agrees with the $\epsilon-\delta$ definition of continuity when the domain and codomain of $f$ are metric spaces. In particular, it works for isolated points, since if $\{x_0\}$ is isolated in $U$, then there are no sequences in $U \setminus\{x_0\}$ converging to $x_0$, so there's nothing to check. (This is a manifestation of the logic that anything we say about the elements in the empty set is true, since there are no elements in the empty set to check). Notice as well that this definition implies that $f(x) = \sqrt{x}$ is continuous at $0$ as a map $[0,\infty) \to \mathbb{R}$, since the only sequences $\{x_n\}_{n=1}^{\infty}$ in the domain $[0,\infty) \setminus \{0\} = (0,\infty)$ must converge to $0$ from the right, and hence $\sqrt{x_n}$ is defined and $\sqrt{x_n} \to 0 = \sqrt{0}$ as $n \to \infty$.
For right and left continuity, we can easily adjust the above definition as follows:
Let $U \subset \mathbb{R}$, let $f : U \to \mathbb{R}$ be a function, and suppose $x_0 \in U$. Then $f$ is right (resp. left) continuous at $x_0$ when for all sequences $\{x_n\}_{n=1}^{\infty}$ in $U \setminus \{x_0\}$ which converge to $x_0$ from the right (resp. left) it holds that $\lim\limits_{n \to \infty} f(x_n) = f(x_0)$.
As before, this definition works when the domain is an arbitrary subset of $\mathbb{R}$ (no need for the domain to be an interval); however, unlike the metric space generality we gained with definition for continuity above, the right and left continuity definition needs the ordering on $\mathbb{R}$ to make sense (how could we discuss a sequence converging from the right or left when there is no sense of left-to-right ordering that the number-line has?). The usefulness of considering continuity from the right/left at $x_0$, rather than simply continuity at $x_0$, typically occurs when there are sequences within the domain $U \setminus \{x_0\}$ converging to $x_0$ from both the right and left (such as when $x_0$ is an interior point of $U$), since then it could happen that the function is only right (or only left) continuous at $x_0$. Of course, if a function is continuous at a point from the right and from the left, then it is continuous there too.
