After Ali has thrown his chain at the PM and is heading back to Ricky and Dave, he bends to pick it up. In the next shot of the PM, you can still see the chain.
As Ali is walking with the PM at the summit, the PM is introducing him to many other people and other delegates. One of the people he meets is Borat from Kazakhstan. This is one of the roles Sacha Baron Cohen plays on Da Ali G Show.