I've wondered oftentimes what would make a good oil for chains.

I have some chainsaw oil for my chainsaw, it looks like ordinary motor oil to me.

I know that motor oil has changed in recent years. One of the additives, a zinc compound, was used to control wear but it is also is a pollutant so it is not used as much now in ordinary motor oil, but is still used in some diesel oil. There are also oil additives that you can buy that contain it.

Automatic transmission fluid is a very good lubricant, and very sticky, but would be messy for bicycle chains.

There are lots of lubes available that contain teflon of some sort or another. I've wondered how well those work too.

I don't think it is possible to have a good lubricant that isn't messy. I don't worry so much about messy. Hose the chain down with something like WD40, wipe it off, and then put on lots of good sticky oil, then wipe that off. When it gets dirty, do it again.