ipxe chain to wdsmgfw.efi

[NiKiZe]

Are you sure you are in EFI mode? could you post a screen-shot of what you actually see with that error, preferably together with the iPXE "Features" header.

chain works just fine with multiple steps. but eighter your tftp server returns garbage when using that chain, or you are not running in the mode that you think you are, and thus get the "Exec format error (http://ipxe.org/2e008081)" message.

Following the suggestions on the error page, without making any assumptions is the best way to solve this.
You might also want to use wireshark or similar on the machine with the tftp server, to actually see what the server returns, and then verify that it is correct.
For example by using imgfetch tftp://IP-addr/SMSboot\\x64\\wdsmgfw.efi followed by imgstat you will get the filesize of the downloaded file, which you then can compare to the file on the server.