I know I can not substitue steel shot instead of lead. Does it make any difference to load my Winchester AA light field load shells using chilled shot instead of soft shot?

That would be fine. Lead is lead. Just verify the weight of the dropped shot.

Unless you have some preformance issues that need to have a soft or hard shot for the specific use. Magnum shot is harder than chilled shot. Plated shots are harder still. The hardness can impact the patterns too, with the harder shots generaly giving better patterns and penatration. But if those things are not a concern then yes, lead is lead.