With a random sample having size $n$ from a normal distribution $\mathcal{N}(\mu,\sigma^2)$, and the ML estimate of $$g(\mu,\sigma^2) = \mu +\sigma$$ being $$\widehat{g(\mu,\sigma^2)}=\overline{x}+\hat{\sigma} \:\:\:\:\:\bigg(\text{where}\:\:\hat{\sigma}=\sqrt{\hat{\sigma}^2}\;\bigg)$$ I need to find an estimate of the standard deviation of the estimate of $g(\mu,\sigma^2)$.
In order to do this, I think I need to "simply" find Var$(\overline{x}) +$ Var$(\hat{\sigma})$
Var$(\overline{x})$ I am not too concerned about, but I am a little stumped on how to find Var$(\hat{\sigma})$. From the help here, I think to use the fact that
$$\frac{n\hat{\sigma}^2}{\sigma^2}\sim \chi_{n-1}^2$$
Following this through, I get down to $$Var(\hat{\sigma}^2)=\frac{2\sigma^4(n-1)}{n^2}$$
From here I am a little bit stuck though - can I simply just take the square root of both sides, take the square root inside the variance, and then have my result? I was kind of hoping to not see $\sigma$ appearing in the function for variance, but I suppose it has to?