I get most of my bones from A Place for Paws
. They carry lamb femurs year round and last year had deer bones when in season. I order through a co-op sort of group and Peter delivers right to my doorstep. I know Peter delivers in both Michigan and Wisconsin, so I assume that he would also deliver in the Chicago area but I don't know that for a fact. He also delivers Aunt Jeni's, Hare Today, Three Cheers Raw Raw Raw and his own products from Taylor Pond Farm. I will PM you his email if you would like to contact him and see if he delivers in the Chicago area.
Oma's Pride also sells lamb femurs (shanks) and mixed lamb bones. I love Oma's products but I can't beat having Peter deliver stuff right to my door. But if you have a convenient source for Oma's that would be another good option.