Is "another link in the daisy chain" an idiom?

It's certainly not what I would call an idiom - a group of words established by usage as having a meaning not deducible from those of the individual words. Google Books has just 8 instances of “another link in the daisy chain”, and most of those are this Lolita quote. That's as opposed to 143,000 for “another link in the chain”.

The word "daisy" in OP's version probably doesn't add any meaning - it's only there because the writer is aware of the actual idiom daisy chain, which as a noun can mean a series of associated people or things, and as a verb can mean to connect (several devices) together in a linear series.

In general, chains are strong (though in the context of a chain, a link is usually the weakest link). Daisy chains, on the other hand, have no connotations of strength - they simply convey the interconnectedness of the "linked elements").

Note that later in the text, Nabokov writes "I still have, vibrating all along my optic nerve, visions of Lo on horseback, a link in the chain of a guided trip along a bridle trail". I personally do not think it would make any difference to the book if he'd swapped "daisy" to that sentence, used it in both, or left it out altogether.