Update: I followed the signs for LH first class checkin and subsequently A pier security. The scanner turned red and said see agent. I told the agent I was going to the F lounge and she waved me through. After lounge no wait at immigration to Z.

Frankly even if I wasn't going to the F lounge I would prefer to do security at A for the 8am to ORD as I recall quite a backup at immigration and security landslide at Z when it opened at 6:30a.