Eric,
You should go to Bob's Blues & Jazz Mart. When I was there in 2021, the stock was a jumbled mess. So don't go there looking for something in particular; instead, just go in with an "I'll poke around and see what pops up" perspective.
I've found some good stuff in Shuga Records. Last time I was there, I ended up chatting with owner, who was sitting behind the counter, for long while. Nice guy. Can't recall his name.
There are a few Reckless Record locations. I hit a couple of them when I was visiting Chicago in 2021. Not exceptional, but not bad either.
Dusty is the mecca, of course.
Hope that helps.