The Pendulum Effect "You cannot Pendulum Summon monsters, except "Deskbot" monsters. This effect cannot be negated." does not make a Chain Link.
Even while the Pendulum Effect of "Deskbot 006" is applying, you can Special Summon monsters other than "Deskbot" monsters, except by Pendulum Summon.
The monster effect "If this card is Normal or Special Summoned: You can target 1 monster on the field; change its battle position." is a Trigger Effect. (It targets 1 monster on the field. It can be activated even during the Damage Step.)
Even if "Deskbot 006" is Normal or Special Summoned by a card effect that was activated at Chain Link 2 or higher, you can activate this effect after the entire Chain has resolved.
The monster effect "This card gain 500 ATK for each face-up "Deskbot" monster in your Extra Deck." is a Continuous Effect. (Each time the number of face-up "Deskbot" Pendulum Monsters in your Extra Deck changes, the ATK gain from this effect also changes.)
The monster effect "If this card in the Pendulum Zone is destroyed: You can target 1 "Deskbot" card in your Graveyard; add that target to your hand." is a Trigger Effect. (It targets 1 "Deskbot" card in your Graveyard. It can also be activated during the Damage Step.)
A "Deskbot 006" destroyed by the effect of "Superheavy Samurai Thief" is added to the Extra Deckface-up. At that time, if the effect that places it in your Pendulum Zone is applied, since that "Deskbot 006" is treated as a Spell Card, the monster effect of "Deskbot 006" cannot be activated. Furthermore, if the effect that places it in your Pendulum Zone is not applied, since that "Deskbot 006" is still face-up in your Extra Deck, its monster effect can be activated.