Its a simple rulings question: can Abyssgaios chain to the first eff. of Artorigus? if so, can anyone give me some loopholes to Abyssgaios so I can counter it?

Abyssgaios can chain his effect to any monster effect that occurs, of course only once per turn. Best way to get around him I'd say is find a way to chain to his effect after he uses it, then if you destroy him on chain link 3 his effect won't negate yours.

Yes, Niko is correct. Abyssgaios' 2nd effect is a quick effect, therefore has a Spell Speed of 2. Cards with a Spell Speed 2 or higher can be chained to other Spell Speed 1 or 2 cards, but not to Spell Speed 3 cards (Counter Traps).

There aren't loopholes for Abyssgaios that I know of, just like Dolkka (except that's a Divine Wrath on steroids), but you can easily get rid of it with monster effects that activate in the damage step, e.g. Night Assailant, Ryko, Snowman Eater, etc.
Gaios' effect can't be used in the Damage step for the simple reason it doesn't negate the Activation of any card/effect. It just negates the effects of all face-up monsters your opponent controls.
For more info:
http://yugioh.wikia.com/wiki/Damage_Step

Another way to get rid of Gaios are Spell and Trap cards but that's kinda obvious.

Yay solved and naw locked~