Season Two is really chronologically after Season One and this is some kind of purgatory or dying hallucination
Season One ends with a nuke destroying the city. Season Two picks up five years prior but with Doreau already partnered with Sledge, plus the whole series gets more bizarre with Sledge becoming Robocop, then being visited by the ghost of Humphrey Bogart and so on. It seems likely that Sledge is dead and in some kind of purgatory or flash sideways "finding each other" place like in LOST
Sledge actually is an Ork in disguise.
He prefers all things shooty, and he can shoot Gun even if it isn't loaded.