Anchor/moring line theory
The accepted theory, for hand-making either type of line, is to only put metal against metal. To have any type of "rope" against metal is to invite chafing/tearing problems.
Therefore- (chain on one end/rope on the other?) after the thimble is braided onto the line- put the shackle in place (through the thimble) and install the threaded pin. Following this, the accepted practice is to secure the threaded pin with a piece of SS wire twisted around an arm of the shackle.
I have made many of these over the years. Three strand braiding isn't that difficult, but it is sort of an art form!
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