Are you in the UK? If so, yes, in the history field it is normal to do a Masters first before a PhD, and most universities expect that. To be honest you may also need to do this anyway, partly because of tha mount of time since your first degree, partly to teach you essential research skills.
Masters degrees in humanities have traditionally been self-funded, but some universities are now offering 1+3 funded options, where a Masters + 3-year PhD are both funded. So do look out there.
I self-funded my own part-time history Masters and won funding from AHRC for my part-time PhD. If applying for funding you will find it is very competitive in humanities. Not so sure about social sciences. But in humanities in my PhD year only 1 in 5 of AHRC applicants was successful.