When PyMOL launches, it will read custom settings and functions from a pymolrc file, if it exists. The file is simply a script written with PyMOL syntax. Usually, it's stored in ~/.pymolrc.
One can add those lines into .pymolrc.
# The comment must be added in a new line # enlarge the font size of labels, such as length of distance, residue names and others set label_size, 30 # gap (dashed line) for broken backbone set cartoon_gap_cutoff, 0
Cartoon gap cutoff - PyMOLWiki
The missing loop along the protein backbone in one chain will be represented by a dashed line. Set the option cartoon_gap_cutoff to 0, if you want to eliminate the dashed lines.
Note that, PyMOL recognizes a chain only by chainid. The TER card is not that important.