Chains are currently pretty simple things, just a list of commands that are applied in turn to the entire project. Chains do not currently support applying a command to only a part of a track.
It sounds like you are wanting to apply effects, with Chains, to just parts of the track, so the short answer is that currently you can’t.
In the next version of Audacity, “Chains” are renamed as “Macros”, and their functionality is considerably expanded. There is also a new feature called “scripting” which is currently being developed, which allows almost anything that Audacity can do to be controlled by an external script. Typically Python would be used for scripting, but any scripting language that supports “named pipes” may be used.
Macros will definitely be in the next release, and hopefully scripting support will be too.
Note also that alpha builds have not yet been rigorously tested and may contain bugs. If you think you have found a bug, first thing is to check the manual that you are using it correctly, then if you still think it is a bug, report the issue on this section of the forum: Alphas & Betas - Audacity Forum