Can you post a picture that shows all of the chain and the front rings and rear cogs at the same time? Or one of the rings in front too. The chain can't be going around the chainrings ? Did you shift the front and rear at the same time? I'm guessing the chain is caught in between something in the front and off the chanrings. It's likely in between the granny gear and the bottom bracket.
What brand and model bike is this?
I agree with dbg that's part of an inexpensive seat clamp.