I have seen chervil seed at the Farmer's Market on Elston north of Irving Park, at Gethsemane, I generally don't have a hard time finding it.
It does not transplant well. An old friend, cookbook author and general all around great gardener, years ago advised me to plant my parsley as a thick hedge, sowing about 2/3 of the packet and then mixing the last 1/3 with the full packet of chervil. The parsley helps shade the chervil just a bit, and it does seem to do better, that is, it doesn't bolt so quickly.
Both the parsley and the chervil will come back after a winter, but will go to seed the second year.
Good luck.