MarkH
Line Up and Wait
ORD is the most economical, except it's a $120 landing fee, and $120 PER NIGHT parking fee, if I fly in there with the Comanche.
Not to undermine your frustration, I agree that the situation is insane.
This is slightly off-topic, but if you are thinking about flying in consider Schaumburg, its a $40 Uber ride from ORD, or a cheaper but frustrating public transit connection (I do not understand cities that have rail transit and regional airports, but the rail transit does not directly connect to the regional airports).
But, it sounds like flying first class the whole way is the best move. I am guessing this is a "Skiplag" style fare issue, where booking GRR to ORD is more expensive than booking GRR through ORD to another destination, and you are getting hit by that when you separate out your initial leg.