Not exactly the full picture
Three states at border Illinois show as having weaker gun laws. This does say that Chicago gun traffic comes largely from Indiana so you may be correct about that. You'll need to consider that Chicago, and NW Indiana are practically merged into one city. East Chicago, Gary, Hammond, etc., have major freeway links. There is heavy commuter traffic by workers and shoppers for other good as well. Illinois also had...and maybe still has...lower alcohol taxes and folks streamed across the border for the great variety of cheap liquor Chicago offered. It does appear that my own state has more lax gun laws than Indiana so I'd not cite them as aiding and abetting gun crime.