Just as a practical reminder, in the USA there's no such thing as "transit" (other than with some very limited and not applicable to your situation). CBP is at your first port of entry and you are thereafter a domestic pax. There's also no outbound international CBP checkpoint (although occasional spot checks), so on departure from MSY and ORD, you won't see much difference from an ordinary US domestic itinerary other than an air carrier document check.