For a quick "whip" I will dip in the plastic "liquid tape" (Liquid "Whip" is the same thing at 3x the price), after burning the end, and making sure it is well fused.
The Heat shrink tubing with Adhesive, and again flaring the end, will work fine.
If you want to keep load on the rode with the windlasss, and still connect the two lines, I would splice about 2 feet of the 1/4" High Test chain into the permanent line bitter end. Paint or dip the last feet before the chain, in red liquid tape, so it is very visible. Stop the windlass power down, with only 6" out beyond the chain wheel of the windlass. Eye splice one end of the second 200' with a SS thimble, and use a Wichard 1204 (8mm) self locking D Shackle (SWL 2200#, Breaking strength over 5,000 #) and attach the pin thru one of the chain links just beyond the windlass. That way you you keep control of the chain on the windlass, until the shackle is attached. Then power down the last several feet, and you are on the second 200' rode.
When bringing in the anchor rode, do it by hand, (powering the boat to toward the anchor), and when you come to the chain on the bitter end of the original rode, you then drop the chain into the windlass chain wheel, engage, and when a foot or more is into the anchor locker, then remove the D Shackle. Use the windlass to bring in the last 235 feet of rode.
I would still have an attachment to the eye, on the inside of the anchor locker--with a lighter line, and a clip to the end of the 2' of chain you have spliced on the end. (If you wanted to be double safe, you could use one of the ultra high strength lines, such as "Spectra" as that retainer line.)
Another, more expensive solution, would be to use 8 strand anchor rode-(such as Brait [Yale Cordage] or any 8 strand Plait line.). I don't know the capacity of the Venture23 anchor locker--but I had over 300' of 1/2" 8 plait, plus 50' of chain in the 22 anchor locker with room left over.