I think that's the best you can do. I certainly haven't chained the entire level. I watched some replays of higher scores on Divine and Judgement (described as 'Max Combo' runs) and they only chain up to the boss as well. As for Stage 2, I don't think it's possible to keep the chain going from the 1st to the 2nd section either (when you arrive at the ruins of the town). The gap is just too big.Pushing for the "perfect chain" on Stage 1 is driving me nuts. I have had it very close a few times - I've had vaunt the whole way through when you can first do it to the start of the boss and racked up about 420K - but then it peters out just as the "raining" enemies appear.
I think I've managed full chains on Stages 3 and 4, though (like Stage 1, not including the boss). The bosses are like separate chaining sections. Once you learn the attacks, you can get a few decent combos there too, which is key if you want to boost your score. There are a lot of points to be had on the Stage 3 boss, in particular.





