From what I understand, they never liked each other but went on to conduct themselves professionally when working together.
Bill Murray had his moments of being a prick like his conflict with Harold Remis but generally he has a good working relationship in Hollywood. Chase on the other hand has has a well deserved reputation of being a dick with other actors, directors, and crew members.
Chase was recently interviewed about it and said that he and Bill worked through their issues and are on friendly terms.