Ya'll are making cutting this WAY too complicated. Hook the
anchor to something solid, like a post in the ground, or just leave it in the roller. Sit down & loop the chain around or under your boot, holding it tight with your non-dominant hand. Cut it with a hacksaw using your dominant hand. And if you want to get fancy, first put a notch into the chain with a cold chisel so that the hacksaw blade doesn't jump around.
Same applies with bolt cutters, an angle grinder, etc. Things are a lot easier when you first stabilize it. Been cutting metal for 4 decades, since I was 5, ain't much about it has changed.
If'n it's giving you that much trouble, buy me a plane ticket, & I'll come over & TCB for the
price of 2 cold beers.