First note that a derivation has to satisfy the product rule (aka Leibniz rule) $$X(fg) = X(f)g(p) + f(p)X(g)$$ and not the chain rule. [Recall that the product rule of elementary calculus says that $(fg)'(x) = f'(x)g(x) + f(x)g'(x)$.]
Why don't we have any dependence of $X(f)$ on the point $p$?
It seems to me that you misunderstood the concept of derivation. There is nothing like a derivation on $M$ in an absolute sense, we only have derivations at each point $p \in M$. In fact, the domain of a derivation at $p$ is the set $C_p^\infty$ which explicitly depends on $p$ because the elements of $C_p^\infty$ are precisely the smooth function living on some open neigborhood of $p$.
If we take two distinct points $p, q \in M$, then $C_p^\infty \ne C_q^\infty$, thus no derivation $X$ at $p$ can be derivation at $q$ simply because $C_q^\infty$ contains functions $g : V \to \mathbb R$ which do not belong to $C_p^\infty$. To see this, take any $\tilde g : \tilde V \to \mathbb R$ in $C_q^\infty$. Then $V = \tilde V \setminus \{p\}$ is also an open neigborhoods of $q$ so that the restriction $g = \tilde g \mid_V : V \to \mathbb R$ is in $C_q^\infty$. But clearly $g$ is not in $C_p^\infty$.
Certainly we have $C_p^\infty \cap C_q^\infty \ne \emptyset$, but this irrelevant here.
So perhaps it would be better to write $X_p$ for a derivation at $p$ to make the dependeny on $p$ more transparent notationally. But be aware that this is really just a notational issue and a matter of "taste".
There is another problem in your definition. You say that a derivation is a linear map $X:C^\infty_p\rightarrow \Bbb{R}$ which satisfy the Leibniz rule. Unfortunately $C_p^\infty$ is not a vector space, thus there are no linear maps on it. This problem can easily be handled by introducing the concept of a germ of smooth map at $p$. A germ at $p$ is an equivalence class of element of $C_p^\infty$, and the set of germs forms a vector space.
See my answer to Can germs be defined as a quotient of vector spaces?