I think the question here is really, “what do you have to hand?”.
Chain axes can be acquired but if you’re having to buy another kit to get them then you may as well get the FW one which will fit perfectly to the Escher models.
If you’re scouring eBay then you may find a part or two but don’t pay over the odds - the better bet are 3rd party bits manufacturers who will have stuff like that.
Alternatively, get some plasticard (or thin plastic packaging) and make the blade yourself and glue it to a suitable handle. It’s two flat sides in a roughly D shape and a third, slightly larger one which you cut little triangles out of. Sandwich together with glue, stick to pole.
I had some spare Corpse Grinder bits and pieces lying around, so I used one of their chainaxe thingies to create one for my leader. I removed the original haft and, after drilling a hole in both hand and chainaxe head, replaced it with an appropriate length of brass rod. The arm I used is from the Escher gang box, one of those holding a power/stiletto sword. I carefully removed the crossguard and finger guard with a sharp blade.
Apologies for the potato cam picture but it should help give you an idea of what I did.
The Escher champion set has a power axe but that's as close as it gets. I don't think any Escher weapon pack has a chainaxe, or any gang for that matter. The only suitable chainaxes that FW sells are the Space Marine ones.
Thanks for the ideas all. I thought about modding a Corpse Grinder axe (or is it a cleaver?) but to me the styling is not very Escher. I'm currently thinking 3rd party vendor - in fact that one above looks perfect.