Well, after over 100 tries, I managed to do a double-loop run on Egg Satellite. ...I didn't get a rainbow A rank. I wasn't paying close attention to my links, but I'm pretty sure I almost never broke it. I just went so quickly, I didn't have time to break the chain.
What really bothers me about the run is the first set of yellow lasers near the start and the spinning laser room. The yellow lasers always know how to hit you, it's incredibly weird and frustrating. Also when you come back to the starting room to complete a lap, the lasers are behind a wall, so you have no idea where they're going to be. Basically, it's luck-based whether you hit them or not. Or alternately, you can stop and take it safe... and waste your time and destroy your chain.
The spinning laser room is also pretty luck-based when you enter it. It's not possible enough to see where the laser is before you enter it, so are you going to enter the room from the top or bottom? Well, there's a 50% chance the laser is where you enter from. Again, you could try slowing down, and killing the run.
Plus, when you're already in the room, if the lasers are coming down and you want to go up, that's simple enough, and if you get hit, it's pretty much your fault. But going down when they are going up is a lot harder because of the camera angle.
I won't try to go for the rainbow A rank, but if these annoying things are fixed, I might give it another go. It's just so infuriating doing everything so right, and then having the entire run killed because oh, guess what, the lasers decided to be exactly in the spot I was going to enter from, how convenient. Next time I'll use my psychic powers to see it coming.