We investigate chromatic symmetric functions in the relation to the algebra $Γ$ of symmetric functions generated by Schur $Q$-functions. We construct natural bases of $Γ$ in terms of chromatic symmetric functions. We also consider the $p$-positivity of skew Schur $Q$-functions and find a class of $p$-positive ribbon Schur $Q$-functions, making a conjecture that they are \emph{all}. We include many concrete computational results that support our conjecture.