As for the example question:
Since we have:
$$f(x,y)=\sqrt{x+3y}$$
we take:
$$\begin{align*}
f_x(x,y)&=\frac{1}{2\sqrt{x+3y}}\\
f_y(x,y)&=\frac{3}{2\sqrt{x+3y}}
\end{align*}$$
which are both continuous - and, of course, well-defined - for every $(x,y)\in\mathbb{R}^2$ such that $x+3y>0$. So, since $(1,2)$ is such a point then abovementioned the theorem gives us that $f$ is differentiable at $(1,2)$.
As for your comment about the existence of partial derivatives in an area around $(a,b)$:
Consider the following function $f:\mathbb{R}^2\to\mathbb{R}$:
$$f(x,y)=\left\{\begin{array}{ll}
y\left|x^2\sin\frac{1}{x}\right| & x\neq0\\
0 & x=0
\end{array}\right.$$
Also, let
$$A:=\left\{(x,y)\in\mathbb{R}^2\left| x\neq\frac{1}{2k\pi},\ k\in\mathbb{Z}\right.\right\}$$
It is clear that for $(x,y)\in A$, $f_x(x,y)$ does not exist, however, it does exist in $(0,y)$, for every $y\in\mathbb{R}$. Indeed,
$$\begin{align*}
\lim_{x\to0}\frac{f(x,y)-f(0,y)}{x-0}&=\lim_{x\to0}\frac{y\left|x^2\sin\frac{1}{x}\right|}{x}=\\
&=y\lim_{x\to0}\frac{\left|x^2\sin\frac{1}{x}\right|}{x}=\\
&=y\cdot0=\\
&=0
\end{align*}$$
since
$$\left|\frac{\left|x^2\sin\frac{1}{x}\right|}{x}\right|\leq\left|x\right|\Leftrightarrow-|x|\leq\frac{\left|x^2\sin\frac{1}{x}\right|}{x}\leq|x|$$
So, $f_x(0,y)=0$, for every $y\in\mathbb{R}$ but $f_x$ does not exist in any are around $(0,y)$ since it does not exist in $A$ and all points $(0,y)$ are accumulation points of $A$.
Edit:
You can now take $$g(x,y)=f(x,y)+f(y,x)$$
and have the same result for both $g_x$ and $g_y$.