when you are not able to chain completely what message does mastercam give you? are you getting a message about break points? are you using 2D or 3D chaining? sometimes you have to use partial chain or single chain to get what you want. often I change the type of chaining as i go along depending on the geometry. i do not see why you would need to use join entities. also check out analyze chain which can help you figure out if your geometry has problems.