You should be able to load and save a chain with this:
# Save a chain.
write("chain-file.jls", chn)
# Read a chain.
chn2 = read("chain-file.jls", Chains)
Let me know if this doesn’t work for you. I have long wanted to improve the saving functionality, so if this doesn’t work I might get around to moving us over to JLD storage for good.