@mitty2day , whether you work on an IL project is not material -- it where the work is performed. So no my opinion still remains.
However, one could argue, that since the employer , knowing that you are working offsite and in IL, still did not withhold any Il taxes ( i.e. did not segregate pay by state ), you following your W-2 statement. But I think this will probably not stand if IL demands its share of taxes. Still suggest , call IL DOR by phone and see what they suggest in your case -- since you work mostly offsite and travel between IL and Missouri, etc. etc. The proceed accordingly.
If IL insists then you will have to prepare IL return first, then prepare MO taxes , allocating incomes between the states so that MO gets its share of the taxes.
Sorry , I did not have better suggestions for you .
pk
