You can try Custom without rollback error handling on your REST call.
Something like this
visit : https://docs.mendix.com/howto/logic-business-rules/set-up-error-handling
See Custom without rollback or Continue in error hanling.
You could continue as you described. I don’t really know how many chapters you’re dealing with so that is something that you could keep in mind while continuing.
A better option would be to discuss whoever created the API to formulate a better way to get this data rather than you looping and sending individual chapters which may or may not even have data!
For instance, you can check with the other party to see if they can send data related to the chapters in one go (note this again depends on the amount of data the API would return). But this feels more of a discussion with different parties and arriving at a better solution.
Hope this helps!