I recommend against daisy chaining HP expanders, or expanders in general. I've had some problems in the past when testing this and it can lead to dropped drives or the whole second expander getting dropped. I dont know if it was due to the use of SATA disks, or inadequate cooling on the upstream expander, or the fact that the upstream expander has to reprocess all the traffic from the downstream expander in addition to its own and it was overheating.
Before committing to a daisy chained scenario you'd definitely want to do some testing and with scratch disks, not disks with live data. In my experience I ended up with a corrupted RAID array (but I had backup) caused by the chained configuration and bugs/drive dropping.
In over 3 years of running HP expanders I've never had a problem with sticking to a single expander hanging off a miniSAS port on a controller (so 2 x HP expanders per 8-port Areca or LSI card)