Here's a list of things I've tried:
Calibre from which I received a file containing the table of contents of the chm file with each title hyperlinked to nowhere (i.e. they're highlighted in blue and underlined).
chm2pdf which gave me nothing and the errors:
ERR011: Unable to parse HTML element on line 13! ERR002: Error: no pages generated! (did you remember to use webpage mode? Something wrong happened when launching htmldoc. exit value: 512 Check if output exists or if it is good. Done.
arCHMage and then using html to pdf converters like Prince, LyX and online ones.
Since it uses frames this appears to be tricky for such softwares.
I am running 12.10.