The old expression, "Don't borrow trouble!" applies.

There's nothing you can do today. There's little you can or should do tomorrow, unless your UA flight into ORD is (a) delayed taking off so that you're likely to miss the AM connection or delayed enroute so as to cause you to miss the AM flight check in time.

In case things descend into the morass, hopefully you have a cellphone and can start the "resked" process as soon as you (on the ground in either your departure point or at ORD) determine that it's likely you'll miss AM669. Sadly, Vayama, which earned a commission for selling you (for some reason on CO ticket stock) such a complex routing is likely to not be of much help, and you better get Chicago phone numbers for UA, CO and AM (along with Vayama). Traditionally, if UA going to get you to ORD to late to connect, it may (repeat "may") be willing to help rebook you to Mexico, but the odds are that you'll be depending upon the often undependable, the willingness of GAs and TAs to help a pax with whom their airline has no direct connection and for whom helping may involve a high degree of difficulty. I don't think you can count on any real help from Vayama.

On Christmas Eve, if things go wrong, you will be only one of many for whom things are going wrong. Empty seats, available flights, and personnel time to help you will be minimally available