Let me clear up some confusion.
First of all, @Beef:
I tested it for literally 60 seconds before running out the door last night.
From what I saw, using A to throw a Waddle thats already out does NOT deteriorate the move. Not really a game-changing find, but an interesting fact.
As for the Chaingrab on Marth:
You can chaingrab him without shielding. BUT IF YOU DO THIS: He can spam up B and get out if it if your even half a frame off.
If you do the shield chain grab on Marth, perfectly (which every DDD main should strive for), he cant get out. No matter what. and if you DO mess up, you just shield his Dolphin Slash, so you dont take damage or knockback.
Also, a fun little mindgame:
For the first half or even whole match of a set against a marth player, Regular chain grab him a lot (if you know you can do it perfect), and watch him try to dolphin slash out. Get him in the mindset that he can get out only in that way.
Then, do it, mess up on purpose, shield the slash, AND PUNISH!! This is such an easy punish its not even funny.