A closed shackle padlock offers a lot more protection from bolt cutter and saw attacks but it does restrict the space for any fittings. However, this does not mean you cannot use a chain. You need a good quality hardened steel chain which comes with one of the end links longer than the other. This means you can thread the small link through the longer link and then attach it to your closed shackle padlock.
If you have an existing chain and both links on the end are the same size then you will not get them both into the padlock. It is likely that your chain is cut from a long reel in a hardware store or builders merchants. This also means it will be made from mild, galvanised or stainless steel. The bad news is that all those metal types can be easily cut with a saw or bolt cutters.
A high security chain like the Abus 6KS65 comes in various lengths and link diameter. They have one link longer than the other so you can easily thread it through and only need to fit one link into your closed shackle padlock. For larger closed shackle padlocks the Abus 12KS120 high security looped chain can be threaded through a ground anchor before being secured with the padlock. They come with a fabric sleeve to help prevent damage to the paintwork of a motorcycle, gate or item you are securing.