Plugin vs Settings load order (woocommerce dependency)

The problem is, by the time your WooCommerce_Chilexpress_Tags_Settings is defined, WC_Settings_Page has indeed not yet loaded; hence you got the fatal error.

And if you want to do it the same way that WooCommerce does it, place the WooCommerce_Chilexpress_Tags_Settings in a separate PHP file, e.g. includes/class-woocommerce-chilexpress-tags-tettings.php, and initialize the class from that file — i.e. return an instance of WooCommerce_Chilexpress_Tags_Settings like so:

<?php
// class-woocommerce-chilexpress-tags-tettings.php

defined( 'ABSPATH' ) || exit;

class WooCommerce_Chilexpress_Tags_Settings extends WC_Settings_Page {

    ...
}

return new WooCommerce_Chilexpress_Tags_Settings();

and include it from my_plugin_add_settings():

function my_plugin_add_settings( $settings ) {
    $settings[] = include 'path/to/includes/class-woocommerce-chilexpress-tags-tettings.php';

    return $settings;
}
add_filter( 'woocommerce_get_settings_pages', 'my_plugin_add_settings' );

And if you noticed, you need to return the $settings from my_plugin_add_settings().