Good morning,
I know this thread is really old, but I ran into a similar problem today setting up some test chaining. What I discovered, in my case, that caused the problem was the first xlate used explicit SEND commands, which bypasses any further chaining. Changing the SEND to CONTINUE corrected the issue with my first xlate.
Just wanted to put that information out for anyone in the future searching for chained routes.
Thanks,
Mark