Connect a scart lead from your Sky box to the Line 1 scart input on the DVDR and select that input to record from using the button marked “input” on the Sony remote.
You may need to go into the Sky box picture settings and select RGB or Normal if you don't get a picture. Using RGB will give you the best possible picture quality if you can select that as the video input setting for Line 1 input on the DVDR.
I do have the scart attached to the Line 1 input, Line 1 is selected but this doesn't seem to allow any display from the DVD to be shown on the TV. That includes not only the recording (if there is any) but also any menus such as the title list. My Sky box picture setting is RGB as is the input on the DVD.
Do you get a picture from the DVD or existing recordings from the HDD?
If you do try a different scart lead between the Sky box and DVDR as the one you're using may not be a fully wired type hence no signal when set to RGB.
You could also try setting the Sky box output to “Normal” (Composite video) and set the Line 1 input to Composite.