ADSL + Ethernet Surge Protection. What is chaining?
As explained in this Electronics.SE article, daisy chaining of AC power protectors, where they both attempt to protect the same electrical circuit, can cause interference and failure. But that's not what you're doing. You have 3 protectors, for electricity, ethernet, and phone/DSL respectively. Those are 3 separate circuits, even if some of them flow into the same devices, so your setup is fine.