I personally keep the images independent almost exclusively.
The Memory Palace journey in almost all cases is more than chain enough.
The trick is to make sure that every associative-image placed in/on/at/by/under every station in the Memory Palace causes the rubberneck effect.
In other words, it’s so filled with vibrant, zany and colorful energy that it’s impossible not to “look” at it and have at least one major means of decoding instantly leap out at you.
If you do too much chaining, you reduce the uniqueness of the effect.
The exception for me is phrases in foreign languages, poetry and on occasion speeches that require verbatim elements either in part or whole. Even then, independence tends to be more helpful than chaining.
Again, the Memory Palace journey is usually all the chaining you need - so long as you’re building your Memory Palaces in the most effective ways.