I understand that the result is found using chain rule, but I'm not sure why we are allowed to do this (differentiate with respect to, apparently, nothing?)
Example:
$$x = \frac{c}{2}(1 - \cos\theta)$$
becomes:
$$dx = \frac{c}{2}\sin\theta \cdot d \theta$$
You are not differentiating with respect to "nothing". Originally, you have
$$ x = \frac{c}{2}\left(1-\cos(\theta)\right).$$
If you differentiate $x$ with respect to $\theta$, it follows that:
$$ \frac{dx}{d\theta} = \frac{c}{2}\sin(\theta).$$
But this is equivalent to what you posted, i.e.,
$$ \frac{dx}{d\theta} = \frac{c}{2}\sin(\theta) \Leftrightarrow dx = \frac{c}{2}\sin(\theta)d\theta.$$