They are considered offensive weapons under UK law which is stupid considering under the same UK law there is no such thing as a defensive weapon. There are no license or permits to allow you to carry one for self-defense or outside in public.

To further confuse the issue, you can own one so long as you keep it inside your home or have one in your martial art school for practice. The grey area of the law is how does one carry it from your home to your martial art school and return, and how to you buy one and take it home without being in public. That's where the UK law gets you in that you have to be able to prove that you are doing just that and not carrying it about in public. If you can't prove it, then you are going to be in serious trouble with the law.

Are they legal for what? Training with yes of course. Anything else, no. It is illegal in the UK to carry any weapons whatsoever in public. If you need to transport them to and from the dojo, put them in a bag, you'll be fine as long as you have your MA licence with you.

Connecting 2 sticks by a chain, i don't see any harm in that.