Welcome to this forum! <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />
1. What you are doing wrong is that you must carry the chest to your resting place, and take it out of your inventory to leave it there. Then you can open and fill the chest, as any other chest in the game.
2. I recommend you set up your resting place with two stacks of hay next to a teleporter - it is rather irrelevant which one, except you should clean the area from monsters <img src="/ubbthreads/images/graemlins/biggrin.gif" alt="" />