I get where you are coming from and a view I share, however we are 2nd and that's it over a 38 (soon to be) game season it's the measure of how good you are. I'd also say that our squad depth has been tested this year with long term injuries to Kane (3 months), Rose (+3 months), Lamela (+5 months), Toby (3 months), Vertonghen (2 months), Dembele (6 weeks), Dier (3 weeks), Lloris (1 month) and a handful of games with Son and a couple of games missed with Wanyama and Dele.
Chelsea have had fuck all, a couple of missed games here and there at most. I'd argue if they had experienced the same level of injuries as us I can't see how that would have coped. Don't see Terry coming in for 3 months for any of the CB's, in fact had they had an injury to any of them they would have had to have gone to a back 4, and they didn't look too hot with this formation. If they lost Costa for as long as we lost Kane I don't see Batshuawi (??) as the answer (although they do possess goals from their midfield, and it was likely Conte would play Hazard as a false 9 which he has done before).
The psychological issues you speak of re Wembley are with the fans, they are the one's who need the therapy not the players.