I don’t like your idea of a new state, since I live in Lake Co.
Perhaps the western (less Democrat) portion of Lake County, IL could separate from Lake County prior to the creation of the new state, thus staying in the new Republican Illinois. Certainly Republican western Racine and Kenosha Counties, and Republican parts of SW and NE Mileaukee County, should stay in Wisconsin, and Republican southern Lake County, IN should stay in Indiana; heck, there are quite a few Cook County suburbs that could separate from Cook County and stay in IL.
But if your home lies within the borders of the new State of Chicawaukee, I think that you should support the creation of that new state and then move a couple of miles into Illinois. Just imagine the positive effect on the Electoral College and the U.S. Senate!