Remember that if $\kappa$ is strongly compact, then any ${<}\kappa$-complete filter extends to a ${<}\kappa$-complete ultrafilter.
Let $\Bbb P_\delta=\langle\Bbb P_\alpha,\dot{\Bbb Q}_\alpha\mid \alpha\in\delta\rangle$ be a ${<}\kappa$-distributive forcing iteration with ${<}\kappa$-support such that for each $\alpha\leq\delta$ we have$$\Vdash_{\Bbb P_\alpha}\text{"$\kappa$ is strongly compact"}$$ and assume that in the $\Bbb P_\delta$-extension there is a chain $\langle U_\alpha\mid \alpha\in\delta\rangle$ with $U_\beta\subseteq U_\alpha$ for $\beta<\alpha$ and each $U_\alpha\subseteq(\mathcal P(\kappa))^{\mathbf V^{\Bbb P_\alpha}}$ is a ${<}\kappa$-complete ultrafilter on $\kappa$ in the $\Bbb P_\alpha$-extension.
Does there always exist an ultrafilter $U\subseteq\mathcal P(\kappa)$ in the $\Bbb P_\delta$-extension such that $U_\alpha\subseteq U$ for each $\alpha\in\delta$?
For finite $\delta$ this is clear, since any ${<}\kappa$-complete ultrafilter from the ground model remains a generating set for a ${<}\kappa$-complete filter in the extension, and $\kappa$ is still strongly compact. So the question is really about limit $\delta$.
Moreover, since $\Bbb P_\delta$ forces $\kappa$ to be strongly compact, we may take any ${<}\kappa$-complete ultrafilter $U$ in the $\Bbb P_\delta$-extension that contains the Frechet filter, and since the Frechet filter is the one from the ground model (by ${<}\kappa$-distributivity), it follows that $\langle U\cap\mathbf V^{\Bbb P_\alpha}\mid \alpha\in\delta\rangle$ is a chain of ultrafilters that all extend to $U$.
In case the answer to (1) is No, can we get a Yes under additional assumptions?
E.g.
- if $\Bbb P_\delta$ does not collapse cardinals, or
- if $\kappa$ is Laver-indestructibly supercompact and each $\dot{\Bbb Q}_\alpha$ is ${<}\kappa$-directed closed, or
- if each $U_\alpha$ is a specific flavour of ultrafilter.
Any references to literature on such generic chains of ${<}\kappa$-complete ultrafilters on uncountable $\kappa$ are welcome as well.