I have few questions still, I want to know if connecting software wallet to your hardware wallet gives it the security as intended? If I start using software wallet on my hardware wallet does it add more to it's security? Or it's a bad idea?
The pairing your hardware wallet with software client is quite secure providing the latter is not compromized otherwise it may replace the destination address in your transaction which has to be signed by your HW.
Thus, don't trust any software client and check all transaction's details (shown on HW display) before signing.