The Cemetery Skeleton Bones are obtained from Cemetery Loot Bags and can be assembled to fight one of the Cemetery Skeletons. They consist of the Cemetery Skull, Left Arm, Right Arm, Left Leg, and Right Leg. Though they are each listed as having a rate of 1/20 from the Loot Bags, unlike most other sets of items, they do NOT act independently and there is a set rotation of which item you will receive, in the following order: Skull, Left Arm, Right Arm, Left Leg, and Right Leg. This means that there is approximately a 1/4 chance of receiving the next piece, and you should get all five pieces in approximately 20 Loot Bags. It is also possible to receive multiple pieces from the same Loot Bag.
A Chain is an item obtained from Cemetery Loot Bags. Three chains are required to assemble a Cemetery Skeleton, along with a set of the five Cemetery Skeleton Bones, and 20 of the relevant type of Bones. The chain has a 1/4 chance of being obtained from Loot Bags, as well as a 1/3 chance of being Dropped from Ghosts. Because of this, you will almost always have an excess of Chains in comparison to Skeleton Bone pieces. There is currently no other use for Chains, however there is an Unreleased Chain Stew that may be added at some point.