Do not e-file your Illinois return. You will just have to wait for them to process it. Six weeks is not a long time when it comes to paper returns filed by mail. If you get close to the April 15 filing deadline and you still have not received anything, I recommend that file an Illinois extension (electronically or by mail) just to be safe. The status you saw saying it has not been received really means that they haven't entered it into the system. Since most returns are filed electronically, there aren't many resources dedicated to processing paper returns.
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