Another option could be to sculpt a shoulder strap for the 2 handed gun, have the chain sword in one hand, and the pistol in the other, or in a holster (
lol the holsters are like 25% the size of the pistol hehe) giving you the chance to have a free hand, or some other wargear... scanner? grenade? etc.
Edit; another idea, kinda taken from the black templars; their upgrade sprue has their weapons chained to their wrists... I'm not sure on the fluff for this, but I liked them and used them on my Ravenwing bikers.... thinking they can let go of the weapon without loosing it

could have things hanging off them with chains in this fashion.
Combat knives are fine for a
ccw.... have you played the 'Space Marine' game? you start off with a bolt pistol and a combat knife... yet this certainly doesnt stop you kicking serious amounts of ass with it! Marines could totally fight unarmed, arguably a marines fist could count as a
ccw 
he's always got 2 of those