These are the types of cotter pins that were on the tractor
View attachment 444420
I can easily pull these out and have lost 3 so far and thats how lost the check chain. Seems that going through some of the brush and twigs they just were yanked out. The expandle cotter pins would work well but would be a pain to remove. I have wired about every pin I could find since I keep loosing things.
Those are NOT the correct pins that should come with the tractor, and thus why you lost your chain. They correct pins are (snap type spring loaded) lynch pins:
Set of 10 Tractor 3 Point Hitch Linch Pins 7 16" | eBay
And I would get your dealer to give you the correct hardware for the entire 3PH, AND the needed pins, AND a new chain. Their bogus hardware is what caused you to loose your chain!

It's no wonder you're loosing pieces- have them replace everything with the gold colored hardware- it's treated, unlike the clevis end?,(U-bolt) and bolt on the left side support for the 3PH arm, too.
And, check every bolt for being tight on the tractor, starting with the wheel lugs, loader frame bolts, and every other external bolt on the tractor. Fan belt snug, etc.
Check ALL zerks for grease and functionality too. Sometimes some won't take grease or are broken or whatever. You will only find the zerks at the dealer's - they are NOT available elsewhere....
Keep at it, you're on your way to way fewer problems caused by idiots who set your 3PH up all wrong.
BTW, great follow-up pic of the corrected 3PH setup!
Geeze, any dealer should be ashamed of sending something out in that condition. Especially since they're so close to Kioti HQ?!
YIKES!!
Just noticed something else. Where the bent pins go into your 3PH arms there should be flat square head pins that use the lynch pins I depicted in the link above. The pins should look like the gold colored ones where your upper arms already are using the lynch pins. They will need to be the correct length/diameter for the lower arm fitment....