I take "work in Indiana, with work locations in Illinois" to mean that you physically work sometimes in IN and sometimes in IL. If that is the case, you owe IN county tax, as well as IN state tax, on your IN wages for the days you work in IN. Ideally, you ask your employer to withhold only for those days. Otherwise, you have to file an IN county return (an attachment to the IN state return) to claim a refund, or pay any additional tax.
On your IL resident return, you can claim a credit for both the IN state and county taxes you paid.
