Can I make a Bluetooth connection between LEGO EV3 bricks and LEGO NXT bricks? and If it is possible how to handle the software to make a chain between them?
There are many possible ways of doing this. I am a contributor to the ev3dev project, so I am a bit biased in that direction.
To do this with ev3dev, I would install the nxt-python package on the EV3 and use it to remote control the NXT.
If you want to stick with the standard firmware, another possibility would be to relay bluetooth mailbox messages through a PC or other device. Here is an example (it goes in the other direction though - NXT controlling EV3).