Okay, a few changes.
You have set an end action on the menu. That can cause odd results. Set the end action of the menu to "stop." In the "Motion" tab for the menu, it should be set to the default of "Hold Forever," so you won't ever get to "stop."
I assume that you want each chapter to return to the menu when the chapter is over rather than continuing with the other chapters. If that is not the case, the following would change.
Add a "play all" button to the menu. It will link to the timeline itself. (This removes the timeline from the orphanage.) The timeline will have an end action of "return to last menu." You can specify a specific menu and which button will have the focus, but let's keep it simple for now.
Modify your chapter playlist so it has only Chapter one in it. If it does already, you are good to go. But change its name to "Chapter 1 Playlist." It is hard to see the names, and these long names that come from the dynamic link will confuse you.
Create two more chapter playlists,one with chapter 2 and the other with chapter 3. The end action for all the chapter playlists is "return to last menu."
Link the chapter buttons to their respective chapter playlists.
Now preview.