The change in your data set actually modified the question greatly. You introduced an element which was used as a key and since keys have to be unique it got overwritten.
For your data set, you are better off making composite keys. Something like:
awk '
NR==FNR{ range[$3,$4,$5]; next }
FNR==1
{
for(x in range) {
split(x, check, SUBSEP);
if($1==check[1] && $2>=check[2] && $2<=check[3]) print $0
}
}
' file2 file1
chromosome position another....hundred.....columns
chr1 816 .....
chr2 816 .....
chr2 880 .....
chr2 18768