It looks like Sanctuary has all the crafting station except Chem... am I missing something? Where should I set up first?

I use Red Rocket for myself since it does not have that much of a building area.

I believe Sanctuary does have a chem station. I believe it is behind one of the house just before the bridge heading towards Red Rocket.

And if it doesn't have one, you can craft one from the workstation. It's on the "Crafting" menu.

I think of the Red Rocket as the Sole Survivor's Fortress of Solitude.

Which is fitting since he has Lois Lane as a spouse.

It's where he goes to chill out, have six, and forget about his problems with all the damned settlers who can't build a fence without his approval.