According to theorem 8.14 of https://arxiv.org/pdf/1708.04180.pdf, we have that for locally Lipschitz $g:Y\to \mathbb R$ and Frechet-differentiable $f: X \to Y$, that
$$(g\circ f)^\circ(x;v) \leq g^\circ(f(x);f'(x)v).$$
Equality holds if $g$ is regular.
We can furthermore say that:
$$(g\circ f)^\circ(x;v) \geq -g^\circ(f(x);-f'(x)v)$$ under the same conditions.