Anchors should be attached to rodes using a proper anchor shackle.  Anchor shackles are “C” shaped to provide greater freedom of movement, as opposed to chain shackles (which are more U shaped) or quick-connect chain links, such as the one shown.  Quick-connect links are used to join chain only, and should be considered a temporary measure at that – they’re weaker and offer less freedom of movement than anchor shackles.