With regard to chafe at the chain/rode interface.
I have used plastic heat shrink around 16mm [5/8"] 3 strand nylon.
I pass the end of the rode
through the heat shrink [approximate length of heat shrink is about 3 x dia] and 'shrink' it in place approx 500mm from the end of the rode
[for this diameter of line this gives plenty of length for the splice] .
I then pass the heat shrunk nylon thru the chain.
The centre of the heat shrink sits in the middle of the end link. I then do a ['close'] standard eye splice with never less than 7 wraps. 'note' I do not unlay the rode until it is thru the link as I believe it is stronger [the reason spiral winding in any medium exists in the first place]
The chain was short link 8mm [5/16"] x 20mts, the rode was 16mm [5/8"] x 30mts. A bridle
[length of bridle
= beam of boat
approx] was used at all times.
was 3 ton x 40' power cat.
A swivel was used at the anchor/chain join which isn't ideal but still helped with 'twist' a little.
A swivel [with shackles etc] at the rode/chain join won't go around a standard gypsy
with any 'elegance'.
As mentioned by others, the splice was continually inspected but after 3 years was still fine with zero chafe.
I haven't tried the '2 strands thru one side of the link and the other from the other side method' but the benefit I see is a smaller more compact splice and with each strand taking some of the chafe load as against passing the whole rode thru the link where it looks as though only 2 strands take most of the chafe load. It becomes a mute point if heat shrink is used.
Hope this is of use.
regards to all.