The chapter names in Half-Life, such as 'BLACK MESA INBOUND', 'ANOMALOUS MATERIALS', 'UNFORESEEN CONSEQUENCES', 'WE'VE GOT HOSTILES' and so on, are all defined in titles.txt.
Just simply copy the titles.txt file from the valve folder to your mod folder and make your own changes to it.
Then in Hammer, place an env_message. Name it, and type in the message name from the titles.txt file in the 'message name' field. For example, if you have a custom message defined like so:
MAP01TITLE
{
"TITLE FOR MAP01"
}
You would enter MAP01TITLE in the 'message name' field.
Now this may not actually give you the chapter name of your save file, so you should also try playing with the map properties. Go to Map -> Map properties... to see it. Play with the 'Map Description / Title' and the 'Chapter Title Message' fields to see what they do, I'm not entirely sure if you even need to fiddle with these, the env_message entity might be all you need.