Sometimes Echoes spawn linked to each other, creating an Echo Chain. When these Echo Chains occur, each echo contains mechanics and rewards similar to all other echoes in the chain. These linked echoes have a purple effect around them, a chain icon and an additional information in their tool tips.
For example, each echo in a chain could include an Omen Window, leaving up to a final echo where you must complete a Greater Omen Window, a more difficult and special version of the Omen Window. As a reward for completing this Greater Omen Window you have the opportunity to spend Timeglass Fragaments for various different options, such as creating a new special echo chain.