I use Motul “Factory Line” Chain Lube. It sprays on fluid and clear, but dries tacky and waxy. It stays on pretty well, but still gets dirty, and still gets a fair amount all over the underside of the chain guard. Just the nature of the beast. I know a lot of folks use Tri-Flow, but I haven’t so I can’t comment.
Sounds like what you have may be a bit too “fluid”.
Like Dale, I use Motul products as well, best stuff IMHO. When you apply the lube, spray onto the inside/ bottom of the chain, not the outside as it will fling off easier. Do not use a lot, just enough to wet the chain, but do it after every race when the chain is still hot.
We use “Xeramic”, “Ceramic Synthetic Chain Spray”, and it is messy!! And we lub the chain EVERY time the kart comes off the track. Whether it’s a 5 minute practice or a 30 minute race- every time. If your chain starts to look dry, you’ve waited too long to add some lub. Oily and messy is fine, it helps your chain and gears live. We get the stuff from Russell Karting.
I use the C4 Factory Line on my kart and C2 Road on my bikes (street and race), although I might switch to using the Road lube on both when I run out of the FL stuff because it makes zero mess and is advertised for karts on the Motul site.