I know just a little about windlasses. The ones I have seen do not allow shackles between the chain and rode. They use a chain/rope splice. It does not have the same chafe resistance as the line thimble and shackle. I would recommend you check it often and if so, monitor it for chafe.
e.g. I had my speedboat in the water during a storm. The storm lasted at least 24 hours. I had a galvanized trailer type steel hook on the stainless steel bow eye. At the end of the storm, the eye hook was worn thru to a sliver, which broke off when I changed it. Chafe is a real issue. Use oversize lines and lots of them, when a storm approaches.