>>49370625
As of right now, we don't really know? They aren't the same species, that much we know. Nue is a nue, Chimi is a chimi. Both are designed to be chimeric, Chimi in particular has the chimera inspiration very clearly present in her design and it's why you might think her design looks disorganized. The link between the two right now seems to be solely that they're both chimeras.
Here's her omake:
>A youkai of unknown identity. It is generally thought to be a monster with long ears. An ancient spirit that existed before the modern concept of youkai was born, she has always lived in the sanctuary. If you encounter strange phenomena in the mountains or forests, there is a chance that she is nearby. It is not that she is trying to play pranks, but rather that strange phenomena occur when she is hiding. In that sense, she is more like a spirit or a god than a youkai. She can only live in places with a lot of nature, such as mountains, forests, and rivers, and is destined to disappear as development progresses. It is not a coincidence that she appeared this time within the anomalous barrier of the sanctuary. This is because she only appears in places with few people and other youkai.

Seems to not be a youkai at all and instead a separate older creature that will one day disappear.
Mythological chimi are chimeric creatures that feed on the bodies and organs of the dead and that trick people into getting lost in swamps, forests, etc, so they can murder them.