I know the fee is too low. But Chain.so shows the transaction, does this mean that this transaction is in Chain.so's mempool?
Yes.
Also, do all nodes have a mempool? or just miners?
Most full nodes have a mempool. However you can also configure one to not have one and operate in blocks only mode.
If the fee is too low that other nodes won't accept this transaction, only Chain.so has it in the mempool, does it mean that I have to wait until Chain.so successfully mines a block?
Chain.so is not a miner. If your transaction is not in anyone else's mempool (and determining this is impossible to do), then your transaction will not be mined. You can remedy that by rebroadcasting the transaction to the network so that it does enter all nodes' mempools, but it may drop out of them again later, so you would have to rebroadcast again later.