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According to this site, by any chance is usually used in a question, whereas by the way is usually used to start a casual conversation, but there's an example shows it can be used in a question. About asking a question, can I interchangeably use either of them?

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The two expressions are not related at all, and so not interchangeable.

"By any chance" is a set expression that always goes with a polite request.

"By the way" is an expression used to change the subject or slightly redirect a conversation. You could do this by making a statement or asking a question, but it's not necessary. There is no special connection between "by the way" and asking questions.

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