In the case of $$\sqrt{(x_n-\ell_1)+(y_n-\ell_2)}\leq \sqrt{(x_n-\ell_1)^2} + \sqrt{(y_n-\ell_2)^2} = |x_n-\ell_1|+|y_n-\ell_2|$$
it is true, if we take the rise the two sides in the power of $2$ we get:
\begin{align} & (x_n-\ell_1)+(y_n-\ell_2)\leq \left( \sqrt{(x_n-\ell_1)^2}+\sqrt{(y_n-\ell_2)^2} \,\right)^2 \\[10pt] = {} &{(x_n-\ell_1)+(y_n-\ell_2)}+\sqrt{(x_n-\ell_1)+(y_n-\ell_2)} \end{align}
Does the same is true for $$\sqrt{a+b}\leq \sqrt{a}+\sqrt{b} \text{ ?}$$
doesn't $\sqrt{a+b}$ is a product of $3$ components? $\sqrt{a}+\sqrt{b}+\text{(something positive)}$ and therefore $$\sqrt{a+b}\geq \sqrt{a}+\sqrt{b} \text{ ?}$$