(1) The speedo sensor would have almost certainly have bitten the dust if the chain comes off - it's right in the line of fire. It is dead easy to replace. You'll find it on top of the gearbox and it is held in place by a single set screw. The part number is 11D-83755-00 but, now brace yourself ready for this... it costs an eye-watering �73 from a dealer!
They do occasionally turn up on ebay if you search by the part number.
(2) As for the chain guard, I bought a stainless chain guard from Motorrad Planet on ebay like this:
http://www.ebay.co.uk/itm/Kettenschutz-Yamaha-XT-660-Z-Tenere-BJ-08-Schrift-/191579856937?hash=item2c9b0ca029
They occasionally put the odd one up for auction which generally go for a little bit less. TBH though, they're well made and pretty cheap even at the full asking price.