Hi Davetnova"sheugh" is pretty certainly not from a word related to "chute" -
Chute is of French derivation and I believe that its basic meaning is connected to falling. SO a chute is usually slide connected to an opening of some kind
http://www.bootlegbooks.com/Reference/Webster/data/263.html Chute (Chute) n. [F. chute, prop. a fall.]
1. A framework, trough, or tube, upon or through which objects are made to slide from a higher to a lower level, or through which water passes to a wheel.
Sheugh is Scots for a drainage ditch - probably originally in an agricultural sense, and extended to describe gutters in streets.
While I'm sure that people often fell into sheughs on a frequent basis, I don't think they named them that as a result.
Cheers
Steven