for those of you having trouble reaching a 500/1000 chain, (like me) here's a tip that really worked for me: don't move at all!
this way you get to kill a lot of easy enemy's (the green and purple ones) but you almost won't level, so the harder enemy's won't come. This way i got a 500 kill chain at the end of lvl 3, and a 1000 kill chain at the end of lvl4!
But if you see a blue shield, grab it, it comes in handy :P