Many thanks to you all.😊
It's a $10 schiwinn chain without master link (for 7 speed derailleur). Long story short: the connection rivet does not have snap-off part, it just comes with one end inserted and wait to be driven in by chain tool. The upper plate got squeezed when I guide it through the derailleur (there are some narrow parts). I used a chain tool to squeeze it in.
I can't post pictures as newbie here :-(
Last edited by ka2020; 03-03-20 at 11:43 AM.