I can't see any issue with what you're trying to do.  Common coding problems on the 2nd file tend to be missing of the KEYED designation in the F-Spec - since the field is numeric, missing this would result in CHAIN by RRN, rather than KEYFIELD.

Binary field data should be fully readable in debug mode when you run the program, though they're not particularly friendly if you look on the file, viewing in hex you can calculate what the Base10 number contained in the binary field is.

Your code should be something along the lines of:

fFileA     if   e           k disk   prefix('A.')
fFileB     if   e           k disk   prefix('B.')

 /free
   chain (KeyField) FileA;
   if %found(FileA);
     chain (A.Index) FileB;

Which debugger are you using? I'm not aware of any of them not being able to handle binary data. If in doubt try displaying in hex.

Can you define what you think "Binary Format" means?

I find that some people use a term in the context of RPG, so that we (in this example) think you mean legacy 4-byte binary fields or "B" data-types. But after reading your question, I'm thinking its a character field with hex data below X'40' in it.

Perhaps if you showed us the DDS, or SQL CREATE TABLE statement, and indicate which field/column is the foreign key...