I am using YGOPRO Percival18 and my situation is the follow:

1.) on the field i have Blue-Eyes Spirit Dragon 
2.) my opponent activate a Raigeki /Dark Hole 
3.) i do start a chain, i activate the effect of my Blue-Eyes Spirit Dragon  to special summon Azure-Eyes Silver Dragon 
4.) my Azure-Eyes Silver Dragon  and all of my other dragon type monsters on the field are destroyed.

Azure-Eyes says; "When this card is Special Summoned: Dragon-Type monsters you currently control cannot be targeted or destroyed by card effects until the end of the next turn."

The ruling says; "Chains are resolved starting from the Chain Link with the greatest number in descending order."

So if the chain is starting with the greatest number, with my Azure-Eyes Silver Dragon , then what is the reason behind the destruction of my undestructable dragons?

Is it a ruling issue or am i miss something?
Azure-Eyes Silver Dragon will not activate it's effect until the current chain has resolved.

If Compulsory Trigger Effects or Optional Trigger Effects (that do not miss the timing) trigger at a time when they cannot be activated, such as if there exists a current chain, each effect that was triggered will start a new chain at the next opportunity afterwards that they can start a chain.