This is how I affixed a drag chain on my Shapeoko 3.
I reused the electronics shroud as the base of the chain anchor, and added a top and bottom cover to the shroud to stop debris from getting in.
While designing this, and learning how to operate I noticed my motors getting quite hot. This is why I designed fans to cool them down, and I ended up using one of the fan mount as anchor for the top of the drag chain.
Its a nice little setup.
I used M5 brass inserts of 7mm diameter to hold the top and bottom cover of the electronics shroud. You will have to drill holes in the shroud if you wish to have this exact setup.