Yeah, did that. Problem wasn't the initial exit, it was the rapid series of turns after exiting lower Michigan from lower Wacker that was the Problem. Took a few loops around the block before the GPS reacquired. I used to spend a bit of time in the area, but it was always on foot. First time really driving in that area (coming in from West suburbs, normally, I'd take Metra and walk/cab it), and first time to NW hospital (wife needed to see a specialist)
And then head in there. Ignore your GPS. Make a turn when you see your exit.
When you're above ground again, resume GPS.