This is not a complete answer, but the chain rule apparently was not even stated explicitly until 1797, by Lagrange. So says this reference by Rodríguez & Fernández. Footnote 5 in the paper reads:
As far as we can tell, the first “modern” version of the chain rule appears in Lagrange’s 1797 Théorie des fonctions
analytiques, (Lagrange, J. L., 1797, §31, pp. 29); it also appears in Cauchy’s 1823 Résumé des Leçons données a
L’École Royale Polytechnique sur Le Calcul Infinitesimal, (Cauchy, A. L., 1899, Troisième Leçon, pp. 25).
This footnote appears in section 2 of the paper, titled "History of the Chain Rule". According to this section, the chain rule is nowhere explicitly stated in Euler's books on analysis, nor even the notion of a composite function. (Wikipedia agrees with this, but their source seems to be the paper just mentioned.)
The chain rule appears implicitly in a memoir by Leibniz in 1676 (according to these authors, who cite The Early Mathematical Manuscripts of Leibniz, translated by J.M. Child). The idea seems to be the free use of differentials, presumably something like this computation:
$$
d\sqrt{a+bz+cz^2}=\frac{b+2cz}{2\sqrt{a+bz+cz^2}}dz
$$
Differentials are treated by Leibniz as infinitesimal differences. In L’Hospital's 1696 textbook Analyse des infiniment petits, the rule $dx^r=rx^{r-1}dx$ is given (our authors even use the word "proved", though they don't say how). L'Hospital then uses it pretty much the way a modern textbook would use the chain rule.
In short, the free use of Leibnizian differentials can serve the same purpose as the chain rule.