Corrosion engineering is a part of my job, so a few thoughts:
Klem nailed it: only the area where the links meet will matter. The zinc is ALWAYS rubbed off there.
Eleven had good points, but I believe missed the theory a bit. There is no surface interaction. However, galvanizing does protect electrochemically from a distance, just as dissimilar metals can cause corrosion a distance away. It is about the flow of electrolytic currents. The beauty of a zinc coating is that it is not harmed by small gaps, the reason it is still the state of art for chain.
Electroplating is very thin and is probably a waste of
money for chain. The coating is far too thin for any
marine application. Not even very good for a hinge on the garden gate.
Paint or any other coating. A bad idea that will actually makes it worse. Uncoated chain spreads the
electric current over its full surface; after painting on the chipped areas corrode and the damage is concentrated there... between the links.
I doubt you have lost as much zinc as you think and I doubt you have shortened the life of the chain more than 10%. You have NOT made it unsafe, as the important damage is between the links. The
money would be better spent on a new chain 10 years from now.