Para los números primos $(p_k):=(2,3,5,\dots)$ tenemos
$$\tag{1}0\le\dfrac{p_{n+1}}{p_1p_2\cdots p_n}\le2.$$
La desigualdad es trivial si $p_n\lt p_{n+1}\lt p_1p_2\cdots p_n$. De lo contrario, el número $1+p_1p_2\cdots p_n$ es un primo y la desigualdad se cumple.
Para $a,x\gt0$ tenemos
$$0\lt\sqrt{a+x}={\sqrt{a}+\int_a^{a+x}\dfrac{d\xi}{2\sqrt{\xi}}}\le {\sqrt{a}+\int_a^{a+x}\dfrac{d\xi}{2\sqrt{a}}}={\sqrt{a}+\dfrac{x}{2\sqrt{a}}}.$$
Obtenemos
$$\tag{2}\sqrt{p_1}\lt{\sqrt{p_1+\sqrt{p_2+\sqrt{p_3+\sqrt{p_4+\sqrt{\dots+\sqrt{p_n}}}}}}}\le {\sqrt{p_1}+\dfrac{1}{2\sqrt{p_1}}\sqrt{p_2+\sqrt{p_3+\sqrt{p_4+\sqrt{\dots+\sqrt{p_n}}}}}}\le {\sqrt{p_1}+\dfrac{1}{2}\sqrt{\dfrac{p_2}{p_1}}+\dfrac{1}{2^2\sqrt{p_1p_2}}\sqrt{p_3+\sqrt{p_4+\sqrt{\dots+\sqrt{p_n}}}}}\le {\sqrt{p_1}+\dfrac{1}{2}\sqrt{\dfrac{p_2}{p_1}}+\dfrac{1}{2^2}\sqrt{\dfrac{p_3}{p_1p_2}}+\dfrac{1}{2^3\sqrt{p_1p_2p_3}}\sqrt{p_4+\sqrt{\dots+\sqrt{p_n}}}}\le {\sqrt{2}+\dfrac{1}{2}\sqrt{2}+\dfrac{1}{2^2}\sqrt{2}+\dfrac{1}{2^3}\sqrt{2}+\dots}\le{2\sqrt{2}}$$
y el límite
$$\sqrt{2}\lt\lim_{n\to\infty}{\sqrt{p_1+\sqrt{p_2+\sqrt{p_3+\sqrt{p_4+\sqrt{\dots+\sqrt{p_n}}}}}}}\le{2\sqrt{2}}$$
existe. Aunque una secuencia estrictamente monótona y acotada converge, preferimos conocer el error de la suma
$$s_{n-1}:={\sqrt{p_1+\sqrt{p_2+\sqrt{p_3+\sqrt{p_4+\sqrt{\dots+\sqrt{p_{n-1}}}}}}}}\;.$$
Similar al anterior, tenemos
$${\sqrt{p_n}}\le\sqrt{p_n+\sqrt{p_{n+1}+\sqrt{\dots}}}\le{\sqrt{p_n}+\dfrac{1}{2}\sqrt{\dfrac{p_{n+1}}{p_{n}}}+\dfrac{1}{2^2}\sqrt{\dfrac{p_{n+2}}{p_{n}p_{n+1}}}+\dots}$$
y con la desigualdad $(1)$ obtenemos
$${\dfrac{\sqrt{p_n+\sqrt{p_{n+1}+\sqrt{\dots}}}}{2^{n-1}\sqrt{p_1p_2\cdots p_{n-1}}}}\le {\dfrac{1}{2^{n-1}}\sqrt{\dfrac{p_{n}}{p_1p_2\cdots p_{n-1}}}+\dfrac{1}{2^{n}}\sqrt{\dfrac{p_{n+1}}{p_1p_2\cdots p_{n}}}+\dots}\le {\dfrac{\sqrt{2}}{2^{n-1}}+\dfrac{\sqrt{2}}{2^{n}}+\dots}\le\dfrac{\sqrt{2}}{2^{n-2}}$$
o
$$\sqrt{p_n+\sqrt{p_{n+1}+\sqrt{\dots}}}\le2\sqrt{2p_1p_2\cdots p_{n-1}}.$$
Definimos
$$\tag{3}{s_{n-1}(\sigma):=\sqrt{p_1+\sqrt{p_2+\sqrt{\dots+\sqrt{p_{n-1}+\sigma}}}}}.$$
y obtenemos
$$s_{n-1}(0)\le s_{\infty}\le s_{n-1}(2\sqrt{2p_1p_2\cdots p_{n-1}}).$$
Obtenemos
$$s_5(0)=2.1028\dots\le s_{\infty}\le2.1046\dots=s_5(135.94\dots)$$
y
$$s_{10}(0)=2.10359748\dots\le s_{\infty}\le2.10359778\dots=s_{10}(227502.84\dots).$$