I think only Delta now has JFK-PHL flight but I think it is near 5 or 5:30 departure. Could get to NY Penn Stn and take Amtrak to Philadelphia for $50 ow or so.
From ORD to PHL, ow with be $250 or so. The ow fare from MDW is showing as $180 on ATA. You probably would not save $70 in time and aggrevation in making the jump to MDW.