First thing's first, the Chain Frost spell is based on the spell Undead - Dreadlord ~ Sleep, to cause a brief mini-stun before the target is marked. There is no way to make a Chain Frost spell with Chain Lightning exactly with all factors included, but you can do something but might not fit to your liking.
The Sphere spell under Human - Units, set the missile speed to somewhere around 300-500 and change the art to Frost Wyrm missile and create 0 target attachments. This may not work, I'm just answering off the top of my head.
If you want to make a Chain Frost spell that has all the factors from the Dota Chain Frost, it takes very precise JASS or GUI triggering. Since learning from other people's maps is always the best way to learn about map editing, I suggest you download a spell map primarily desgined for Chain Frost.