I don’t entirely understand your question.

Chains are multiple patterns in sequential order. the chain currently running is located in the bottom corner of the “home” screen. When chain mode is engaged, the machine plays those patterns and repeats. Its easier to improvise editing chains.

In song mode you can put the chains themselves in sequential order. So when song mode is engaged, it will play the chains in the order you’ve set up and stop.

Edit: afaik, you cant exactly save chains to a project. you could save a chain to its own song.