Transaction chaining on Cardano is the ability to send transactions that depend on each other in quick succession, without waiting for the previous transactions to be confirmed (not to be confused with transaction batching).
In case the transactions come from multiple actors, some off-chain data delivery mechanism should be used - it's up to the application developers to implement it.
The only piece of data that is actually needed is the additional UTxOs that the CTL query layer is not (yet) aware of. mustUseAdditionalUtxos balancer constraint can be used for that, as shown in the transaction chaining example. Additionally, mustNotSpendUtxosWithOutRefs can be used to forbid spending UTxOs that have been consumed.
createAdditionalUtxos is a helper function that can be used to build an UTxO set for use with mustUseAdditionalUtxos. Contract.Backend.Ogmios.Mempool module contains functions that allow to query the mempool for pending transactions (only works with Ogmios backend). See here for more.