The victim of a suicide attack in Kabul had been living with his fiancee in County Londonderry, Northern Ireland.
Mr Chase's fiancee Norma McDowell was being comforted by family and friends after learning of the news.
It is understood the couple lived together with two children in the Drumachose Park area of the town.
The ex-Cheshire Regiment soldier had worked as a nightclub doorman in Limavady before travelling to Kabul to work in the security industry.
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Some 52,065 baby boxes have already been distributed to families.
The woman was found at a property in Battersea, south-west London.
The former prime minister was appearing at the Edinburgh International Book Festival where he was asked about the current Labour leader.