The problem could be that you are using a .tpr file for gmx make_ndx. Based on my knowledge, the .tpr format does not store chain ID information. I would recommend using a .pdb file as input for gmx make_ndx that contains the correct chain IDs.
Thanks for the suggestion. I did try using the .pdb file instead, but it is not being shown as 2 separate chains. The protein I am working with has 175 residues each.
gmx_mpi make_ndx -f wt_dimer.pdb -o pocket.ndx
Reading structure file
Going to read 0 old index file(s)
Analysing residue names:
There are: 350 Protein residues
Analysing Protein…
If the two protein chains are separate entities then gmx make_ndx should be able to pick them up by typing splitch 1 which will split the chains contained in group 1 (the protein group).