Many horizontal windlasses have combination rope/chain gypsies. I use
an S&L Horizon 1500 with a combination gypsy. I attach my rope to my
chain with a back splice. Because this makes the rode thicker it
tends to skip at the splice and I sometimes bend a whip onto the chain
with a rolling hitch to take the load off when going over the splice.
However, in most conditions just pushing down a bit on the splice as
it rolls over the gypsy is enough. Some folks recommend using a
splice that removes one part of the rope to keep the diameter of the
splice small. Even done perfectly this makes the splice 33% weaker
and more prone to chafe than the simple back splice so I strongly
advise against it.

-- Tom.