@STEPHEN ETRIS 010318 posted:thanks for the manual. To me its still not clear what holds the chain into the return rod. Maybe it is pressed fit?. The "cap" shown holds the other end of the chain to the plastic beam.
On researching more there may be places I can buy the chain assembly but it appears not at Lionel.
Try contacting The Train Tender (jeff@ttender.com). He has a great inventory of PW parts and should be able to fix you up with what you need.
http://www.ttender.com/partslist.html
Here's the page on his website that has parts for the 455: http://www.ttender.com/list/num3.htm