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Title says it all really. Where do recently founded chapters get their Captains, the Chapter Master, and so on?

I would imagine when they are brewing up the first batch, their command officers would come from their base chapter, and as they die they get replaced with suitable replacements from the new chapter.

Good question, one I have pondered myself!

My guess is a Veteran squad from one of the Codex chapters (Ultras, Fists, Raven Guard etc) would oversee all training and facilitate the structure of the new Chapter, grooming the first to become Sgt's and officers, until they are relatively self sufficient. Some may even stay on, as giving up Chapter command to return to the rank and file may be a tad hard. Maybe the Adeptus even use retired senior guard officers and Commisars to oversee certain aspects of their training?

As much as I like IG, I don't think they would have any useful role to play in SM training...they just aren't Uber enough. Plus, the way I read the SM codexes, the various chapters are pretty secretive when it comes to their induction rituals. It seems unlikely to me they would be willing to suffer mortal interlopers.

I think the best guess is that a cadre of Marines from the parent chapter oversees the training of a new chapter, either staying with them permanently or returning to their own chapter after the first few battles.

Yes, a cadre of veterans from an existing Chapter is the logical choice.

Now the question of how they were chosen might have two possible answers depending on how the new Chapter is being formed. If it is being formed by splitting an existing Chapter, the answer is obvious. The "parent" Chapter is responsible for providing the officer cadre. On the other hand if the new Chapter is being grown "from the ground up" ( possibly even mixing Geneseed from different Astartes lines ), the answer is not so simple. I believe the honor of providing the officer cadre in such cases would involve some high level politics. Which Chapter is currently in high esteem? Has favour with the Powers That Be ( AdMech/Sector Lords/Inquisition etc. )? Has enough available qualified veterans to provide a sufficient cadre?

Same as in the real military: a new unit is initially staffed with leadership from an existing unit until indigenous troops are experienced enough to be trained to a higher standard.

In many militaries, there line to second lieutenant is actually devoid of operational experience. It's not uncommon to have a second LT who has less combat experience than enlisted men. For instance, in the IDF, you can make 2nd LT by doing basic and advanced training in your combat unit (8 months), then the commander's course (for squad leaders) (4 months), then the officer's course (8 months). 20 months later, you're in charge of an entire platoon, but you've sidetracked the deployment that comes after basic and advanced training. Usually that platoon is undergoing basic training when you first receive them, so that's another 8 months that will expire before you actually are deployed. That's over two years of inaction before you deploy. An enlisted man will begin his first deployment in less than a year.

Usually, though, units aren't just created. They're a conglomerate of existing units, or one unit divided into many. Kfir Brigade, the newest IDF combat infantry brigade, was created out of existing unnamed units consolidated under one name. They have the ugliest beret ever.