I have a Performance with 8 scenes, and am in the process of chaining the various scenes so I don’t have to hit the scene buttons manually during live performance.
The intro (Scene 1) is 8 measures long, and I’d like to keep it that way if possible, but there’s really two measures that occur before the song actually starts. That includes one and a half measures (6 beats) pre-count, plus 4 eighth notes that lead in to the song.

The purpose of the Pattern Chain is precisely so that you can automate the composition’s structure — it creates a linear timeline (Song).

Create your Chain using your existing Scenes as they are — we’ll add the two measures out front, later:
__ you do so by touching the box labeled “Chain” — it will Store your current Pattern Sequence data and take you to the EDIT/JOB > “Chain” screen.
Create your Chain, the first column is the Measure number... the second column is the Scene that is to begin playing at that Measure.

Once you have entered the data verify it by playing it through.
The bottom of the screen will indicate the total number of measures... take note of the total length.

When you have the structure as it should be, tap the box that says “Convert to Song”
Target an empty Song location - it will say “no data” (unless you specifically wish to overwrite an existing Song).
Execute the conversion.

Next, you will want to go back Pattern and select a blank location. We will reassemble the composition adding two measures to the top. Here’s how:

Set the SCENE 1 Length of this new Pattern to 2 measures
Press Record... Set the Time Signature and Tempo as before.
Set “Loop“ = On
Press the Play button to begin recording...
Record 2 measures to SCENE 1 (You can put a hihat or cross-stick count-in in the first measure and a half, you can record your 4 eighth note pickup in the second half of measure 2.
Press STOP

Press [SCENE 2]
Tap “Edit/Job” > “Song/Event” > “Get Phrase”
Here you will setup to Get “All“ Tracks from your recently converted Song
Set the Measure Range to the number of measures you converted. 001 through “total length”
Target SCENE 2
Execute.

You will now have your two measures in Scene 1 and the rest of your composition in SCENE 2... (provided it is less than 256 measures) — if it is more than 256 measure you will need to use another Scene.
You can now either APPEND Scene 2 onto the end of Scene 1 or you can create a new Pattern Chain:
001 __ 1
003 __ 2

Tap “Convert to Song” > target your old version - overwrite it with the new version with the 2 measure in front.

Hope that helps.

Thanks so much for the detailed instructions, Phil. When it comes to Yamaha Synths, you've never steered me wrong, so there's most definitely something I'm not doing correctly.

O.K. I already understand how to create my Chain with the correct number of measures for each Scene, and I've also stored it as a Pattern Name. I've tried in the past to convert to song, but I'm getting a "No Data" error with the triangle warning icon when attempting to Convert to Song 001: (no data). So I am wondering if this is perhaps because I haven't actually recorded anything, only setup the Chain. If that's the case, perhaps I could just record the drum part for the length of the song, but what I didn't say is that I intend on staying on the last Scene (7) which just keeps time for as long as the worship leader wants to keep singing, then manually hit Scene 8 for the ARP with the drum ending.

Lastly, as strange as this might sound, I'm able to hit Play and it will auto change the Scenes at the right measures, but if I hit Record, it doesn't want to use my chain. Clearly a misunderstanding on my part as to how it should be used properly.

I've tried in the past to convert to song, but I'm getting a "No Data" error with the triangle warning icon when attempting to Convert to Song 001: (no data). So I am wondering if this is perhaps because I haven't actually recorded anything, only setup the Chain.

When you create a Chain, you can verify it right on the same “Chain” screen by pressing the Play button.

If it plays, it can be Converted to Song... if nothing plays you haven’t recorded anything for it to play. You HAVE NOT set up a Chain, if it has nothing to play.

The Song 001: (no data) — means Song 001 is empty, contains “no data”
When you attempt to make a Chain with invisible (empty) Scenes you’ll likely get an error message telling you the Scene is Empty (contains no data)

On the Pattern screen a white box appears next to a Part if data is recorded in this Scene on that Part’s Track..
If you go to “Edit/Job” > then touch “Overview” you will see an overview of your 8 Scenes and which of the 16 Tracks in each are occupied (contain data) — no white boxes, no data on that Track in that Scene.

...what I didn't say is that I intend on staying on the last Scene (7) which just keeps time for as long as the worship leader wants to keep singing, then manually hit Scene 8 for the ARP with the drum ending.

If you manually want to change the Scenes, then you do not want to use a Chain.
By definition, a Chain, is for when you want to automate the playback order of your Scenes... if you wish to let Scene 7 just vamp endlessly, you don’t want to leave this in CHAIN. Chain will play from top to bottom as constructed. It will not loop Scene 7 until you want to cue the ending. Here’s how to do that...

What you can do:
Create the Chain (with actual data)
Make a mental note of at what measure SCENE 7 begins and the measure where SCENE 8 begins.
Convert your CHAIN to a linear Song.
Say you tap “Convert to Song” and you target “Song 001: (no data)

The CHAIN will be written out as a linear structure.
When completed, press [EXIT] to return to the Sequencer
Tap “MIDI” and recall Song 001
On the MIDI Song screen you can set MEASURES for “Loop Start” and “Loop End” — these allow you to do exactly what you asked:

Say Scene 7 starts at measure 112, and Scene 8 starts at measure 144...
On the MIDI Song screen set “Loop Start” = 112 : 01 ____ Set “Loop End” = 144 : 01
Set LOOP = ON.

the sequencer will play linearly as normal, starting from measure 1, until it reaches your defined Loop segment... it will stay in that Loop segment until you turn Loop Off... you can have it loop as long as you like, once Loop = Off then when it next reaches measure 144 it will continue to play the final segment which will end playback.

Hope that helps.