grab "C-a c", "urxvt" grab "S-a A-b C-c", "xmessage 'Broken fingers'"
Since chains can be pretty complicated, there is the :keychain panel item. It displays the current chained grabs like S-a A-b if any and is otherwise just blank. Chains can be aborted by pressing any non-modifier key, basically by any key that doesn't belong to the current chain.
There is no drawback or additional overhead for users that don't use chains.