Didn't think this was necessary, but anyhow:

The way to get crusader chapters, is having a chivalrous governor in a province. That's the thing earning you heaps of points. Joining a crusade and things like that only add to those points. Have him as governor for the first 20 turns, and you'll get the guild.

And no, training knights has NOTHING to do with it, except when you have the first level of the guild and train its knights. Piety has absolutely nothing to do with it either.

And as for crusades... The pope calls few crusades. Being a good crusader doesn't mean joining the ones he calls, it means calling a crusade yourself at EVERY available opportunity.

If you've got the guild and you haven't been crusading, then it's because of a chivalrous general. Simple as that. Nothing else.