Well since you only need to file an IL return since those states have a reciprocal agreement but you didn't file a form MI-W4 with the employer and MI taxes were withheld in error you must also file an MI return as well.
Step 1 ... fix the MI-W4 error for 2018
Step 2 ... say yes to you worked in another state
Step 3 ... in the state return sections you MUST complete the non resident MI return FIRST to get back all the the taxes they withheld in error
Step 4 ... complete the IL resident return where you will owe taxes
Step 5 ... file the federal & both state returns asap
Step 6 ... pay the IL balance due by 4/17/18 (hopefully the MI refund will be there in time) or at least pay some of it ... then the state will bill you for the rest later.
https://ttlc.intuit.com/replies/4776822
