Bagpipes can play chords. The bagpipes plays a wide range of tunes. It has nine notes. Bagpipes is designed to play in pentatonic modes. The chord produced by bagpipes depend on the drone, chanter and the type of reed used. The tone of the chanter and drone is determined by their internal dimensions and shape.
To master how to produce a continuous flow of sound, it takes years of practice. A professional piper will be able to produce chords easily from a bagpipe.