This is doable, but unless you want to use a simple chaining spell like chain lightning, it will require you to manually acquire the targets via a trigger and cast the spells. You may also have to supply the chain graphic effects if you want something more visible.
Without writing your triggers for you, here's the algorithm
Let hero X has this skill
Make a trigger such as
Event:
- A Unit is Attacked
Condition:
- Attacking Unit is hero X
Action:
- Set heroPoint to position of attacking unit
- custom script set wantdestroygroup
- set ChainAmount = 0
- pick all units in 500(or whatever aoe) of heroPoint
- loop
- if ChainAmount less than or equal to 3(or how many jumps you want)
- then
- set HitPoint to position of picked unit
- create 1 dummywhateverspellcasteryouwant at HitPoint
- order last created unit to cast whateverspellyouwant on picked unit
- custom script destroypoint hitpoint
- else
- do nothing
- set ChainAmount = ChainAmount + 1
- << end loop >>
- custom script destroypoint heroPoint
and that pretty much does it. Add in whatever graphical or lightning effects you want