The sauce, I have never checked for. The links - beef, pork, and my favorite - the turkey - are all guaranteed finds at the Ultra Foods in Forest Park on Roosevelt Road. I'm actually planning a trip there today. I can check for the sauce. Seems that'd be a place to find it.
Also seen the links regulary at Tony's in North Riverside, but I'm not sure they carry the full line. Ultra has all of them. Mild versions as well.
We cannot be friends if you do not know the difference between Mayo and Miracle Whip.