Yes, heavy-duty #25 chain is strong enough and perfectly well suited for a 36 Volt 500 Watt motor. We do not recommend using standard-duty #25 chain with a 500 Watt motor though.
If you purchase the chain from ElectricScooterParts.com then you will have the choice between standard-duty and heavy-duty chain so you can be sure that you are purchasing heavy-duty #25 chain.
Paul Fortman