I just checked and the "chain" stuff seems to be available in LispWorks as well:
http://www.lispworks.com/documentation/lw60/LW/html/lw-442.htm
As Semion mentioned the existence of such a function in CL+SSL, it looks like it should be possible to support chained certificates in Hunchentoot in a portable way (meaning LW and the rest). So, if someone wants to send a patch...
Edi.