I did it!!!
The problem was when the client executes the chain command, it sends another request to the DHCP server, and it points the client back to the same iPXE server because that’s what the DHCP server has.
The solution is to explicitly specify the PXE server with command “set net0/next-server iPXE-server-ip”.
Please see below for my screenshot.
Thank you guys for all the help!!!