This comes up every couple months -- someone expects that buying X number of chests will guarantee them the hero they want. The truth is, the probability isn't nearly as high as you think it is.
There are currently 91 heroes. The chance of not getting a full Anubis Dragon unlock in 266 chests is about 48% -- about 50-50. The chance of not getting a single Anubis stone in 266 chests is 20% -- one in five. The fact that you didn't get any isn't a sign that the chests are rigged or broken (though they might be!). It just means you were a little unlucky. You need to open 760 chests to bring that chance down to 1%, but even then, things with 1/100 odds happen all the time.
The moral of the story? Don't ever buy gold chests, and if you have a bunch saved up, just be happy with the garbage you get.
Math explained here, along with a box that lets you try it out with your own numbers: http://zioth.com/dragonsoul/chests