There is no way to tighten the chain unfortunately. BJ's has new non-Chinese ones, and the fluid for that matter.

To check the tension of the chain, insert a screwdriver in the chain-inspection hole at the bottom of the case after the fluid is drained. Push up on the bottom of the chain to see how loose it is; if there's more than a half inch of slop, the chain should be replaced.
A Jeep dealer can also get the fluid, but its expensive($18/qt).

You can also make your own:
3 Quarts Non-Detergent 30wt Oil
1 8oz bottle of Limited Slip Additive