I'm not able to help you solve the modeling question, but the last time I speced Igus Chain, it seems the website had a nicely done configuartor that would provide you with a model. It has been a few years since then, but I would imagine the website is thesame if not better.
Why not just do it as an assembly and mate the links ?
IGUS chain is fairly tricky. This is what I do:
1. In the link and end piece models I create a centerline sketch at the two pivot points.
2. I create an assembly for just the IGUS chain. This is so it will show up on my BOM correctly. I usually create this in the assembly that I'll be assembling the chain into.
3. I either assemble the end pieces or I create an assembly sketch of the end piece mounting points. I do this while working in the top level assembly with the IGUS assembly active.
4. From this point I find it easier to open the IGUS assembly by itself.
I create my path sketch form the center points of the centerline sketch in step one of the two end parts.
5. I assemble the links. I start at one end and align the centerline sketches for the first mate. For the second mate I use a path mate to align the midpoint of the other side of the link to the path. If you want the IGUS chain to update as you move your assembly be sure to use selection manager and select the entire path sketch.
6. Repeat step five for the rest of the links. Unfortunately copy with mates does not work with path mate (at least in SW 2013) so get a cup of coffee and be patient.
Step 5 is what will fix the issue you showed.