The chain was pulled up from the bottom of the river by two winch towers on opposite banks of the Blackwater. As I mentioned in my original post, you could easily allude to the chain without actually showing it in the river - the audience would know there was a chain by the earlier set up and then demonstrating the winching/rising of the chain at the riverside and then having the sailers/soldiers realize (through panic and dialogue) that there's no escape. The fog still works to the plan's advantage but to count on it as an essential part of the plan seems sloppy as it wouldn't necessarily be a given. The show was still great, I just thought that this one aspect of Martin's original material was particularly clever and should have been included. YMMV