This is not a full solution, but it does describe another approach to defining the derivative of a polynomial that does not involve limits, and that is related the division algorithm.
Let $P(x)$ be any polynomial. Choose some real number $a$. Then if we divide $P(x)$ by $x-a$ we get a quotient, $Q(x)$, and a constant remainder, $R$. In fact by the Remainder Theorem $R=P(a)$, so we have $P(x) = (x-a)Q(x) + P(a)$. Rearranging,
$$Q(x) = \frac{P(x)-P(a)}{x-a}$$
This equation has a natural interpretation: the quotient polynomial $Q(x)$ tells us the slope of the secant line passing through the graph of $P(x)$ at the points $(a,P(a))$ and $(x,P(x))$. With this interpretation, we can recognize that the slope of the tangent line to $P(x)$ at $x=a$ is just given by $Q(a)$. So we define $f'(a) = Q(a)$. (Since $Q(x)$ is a polynomial, there is no need to take a limit here.)
With this as background, let's set out to answer the question in the OP.
To compute the derivative of $f(g(x))$ at $x=a$ we divide $f(g(x))$ by $x-a$, obtaining a quotient $q_1(x)$, with
$$f(g(x))=(x-a)q_1(x) + f(g(a))$$
and then the derivative is $q_1(a)$.
To compute $f'(g(a))$ we divide $f(x)$ by $x-g(a)$, obtaining a quotient $q_2(x)$, with $$f(x) = (x-g(a))q_2(x) + f(g(a))$$
and then $f'(g(a)) = q_2(g(a))$.
To compute $g'(a)$ we divide $g(x)$ by $x-a$, obtaining a quotient $q_3(x)$, with $$g(x) = (x-a)q_3(x) + g(a)$$
and then $g'(a) = q_3(a)$.
The chain rule is then expressed by the identity $$q_1(a) = q_2(g(a))\cdot q_3(a)$$. This is what we need to prove. Can you take it from here?