The best way is probably to make a Nyquist plug-in that does what you want, and use that in the Chain.
A bit of history:
The Nyquist Prompt was originally designed as a quick and easy way to run short Nyquist commands.
In Audacity 2.1.1 the Nyquist Prompt has been substantially upgraded so that it can now run full plug-ins. However, the standard and recommended way to run a Nyquist plug-in remains the same, and that is to install the plug. See here for how to install Nyquist plug-ins: Audacity Manual
The basic Nyquist command for parametric equalization is:
(eq-band signal hz gain width)
http://www.cs.cmu.edu/~rbd/doc/nyquist/part8.html#index453
So, for example, if you wish to apply +3 dB gain to a frequency band that has a centre frequency of 1000 Hz and a half-gain width of 0.5 octaves, the command would be (Nyquist version 4 syntax)
(eq-band *track* 1000 3.0 0.5)
where “track” is the selected audio in the track that is being processed,
To make that command into a plug-in, you would add the appropriate headers (see: Missing features - Audacity Support), save the text as a file with a file extension of “.ny”, and then install the plug-in.
Multiple “eq-band” commands can be applied simultaneously by nesting the commands, For example, to apply +3 dB at 1000 Hz, and -4 dB at 2000 Hz, each with a half gain band width of 0.5 octaves:
(eq-band
(eq-band *track* 1000 3.0 0.5)
2000 -4 0.5)
To write the code for applying gain to many frequency bands it would be better to create a loop rather than writing out lots of filters in long hand.
However - getting back to the purpose of your enquiry, why not just create a custom curve in the Equalization effect? (see: Audacity Manual)
Yes I know. Annoying isn’t it 
Hopefully someone will be able to fix this before the next Audacity release.