It's not a pin per-se, it's a plastic nub on the inside of the top throttle piece and I have never seen a throttle without one so it probably broke off when you tried to install it.
For your chain issue:
Get your pedal chain tight and your wheel centered in the frame.
Now try to visually sight the chain line from the back sprocket to the front sprocket. My guess is your rear sprocket is cuped the wrong way and probably not true.
Post a pic of your drive train with a neutral background so I can look it over.