Mine came with the Command Mesh, which is from 2021.
There is a slot for the chain, but no screw, so there is no chance to get the chain out. It seems like it is glued into the slot.
Unfortunately it looks like Alesis may have come up with an even cheaper pedal.
The pedal in the images I posted came with the original Crimson Kit and the
Original Command Kit (mesh and rubber pads..discontinued and removed from data base including Legacy).
This pedal is/was also known as the DMPedal which came out as far back as the Original DM10..there was a
Pro-X pedal (discontinued).
The screw you keep mentioning has nothing to do with the chain..it is basically a set screw to hold the chain/beater mount in place on the Hex shaft..nothing else.
I also noticed in you photos there looks to be a change in the arrangement of the tensioner setup...opposite of what it was..
Reverse the Hex nut,the knurled nut,flip the spring clip (tension pulls forward) and set it to extreme adjustment and check the arc/stroke.
I also noticed "white dust".I don't know if it's just normal dust with light reflecting but make sure you are not using the felt side on a mesh head.
The chain trick I posted and the extreme adjusted (attached) set's the pedal to an extremely short stroke and quick rebound.(speed metal for E-drums).
You don't need a full Arc/Bury the Beater/Power Stroke for E-Drums..you'll end up breaking/destroying the head/trigger etc.
I put the chain back into normal position and with the extreme setting the beater came no closer than 2-1/2" - 3" from the top of my foot and I had it flying
EDIT:Added image