I've purchased andouille at Paulina Market, Domnick's (they package from bulk from Leon's/Amy's, I believe), and also the lovable--but sadly, closed--Joe's Market on Western. Of all three I have to say Leon's stuff at Dominick's is an andouille-ish product close--but no cigar--to the andouille you seek. As much as I want to love Paulina, their andouille is not...right.
Two suggestions: Order from Jacob's directly, or make it. Andouille and good boudin are both on my list of sausages to make this summer. There are good recipes for both in John Folse's Encyclopedia of Cajun and Creole Cuisine.
If you do find a good andouille in Chicago, let us know!