I think you could put this in the index (you don't need the
[list] and [*] tags unless you want them):
[list=1][*][jump=Chapter1]Title of Chapter 1[/jump]
[*][jump=Chapter2]Title of Chapter 2[/jump][/list]
and then do this for the title of Chapter 1 (in the post containing the chapter itself, I mean):
[anchor=Chapter1][U]Title of Chapter 1[/U][/anchor]
and this for the title of Chapter 2 (in the post containing Chapter 2):
[anchor=Chapter2][u]Title of Chapter 2[/u][/anchor]
and that should work fine to jump from the index to the right chapter (but not back). Provided the post with your index (and the jump tags) and the posts containing Chapters 1 and 2 (and the matching anchor tags for Chapters 1 and 2) are all on the same page, of course.
(You don't have to use "Chapter1", "Chapter2" and so on to label each jump tag - you can label them however you want, so long as the jump tag is marked with the same label as the anchor tag you want to jump to.)
-------
Edited to add jump and anchor tags to and from post 7.
The jump to post 7 will be:
[jump=ToPost7]Jump to post 7 from post 4[/jump]
which gives us:
Jump to post 7 from post 4
and the anchor for the jump from post 7 to here will be:
[anchor=ToPost4]Anchor for jump from post 7 to post 4[/anchor]
which results in:
Anchor for jump from post 7 to post 4