I used to connect to and take the last flight MDW-east coast weekly. Always a crap shoot.
Once they left without me stranding me overnight,
The very next week we sat and waited an hour for 4 late connecting passengers AND their bags to be loaded (2 separate pilot announcements made)
A few weeks later we left timely but 4 of us didn't get our bags at destination.
Expect the worst, hope for the best...