You have excellent but complex questions that require the personal attention of a business/iicensing attorney. You will not get sufficient guidance in this simple online Q&A forum.
The liquor laws in IL operate the same way as in most jurisdictions. INn order for you to offer sale of alcohol both you and a proper premises need to be approved and licensed. I believe in CA they have relaxed the statutes allowing for remote sales of wine and beer apart from the licensed premises and perhaps (although doubtful) IL has something similar.
Once you have acquired the license, then the question becomes whether you can legally sell online and ship in your state. I do not know the answer to that question in IL. In NY you can, but if you really are just focusing on online sales, you have to be creative to mitigate your expense in maintaining a proper physical space, which needs to be in operation a certain amount of hours per week.
Regards to partnering with other license holders, this will be problematic especially in places like Chicago, but you really need to explore all your options with a local attorney that can advise properly. There are lawyers that specialize in liquor license matters and if none respond here you can search by going to the find a lawyer tab. You may also try craigslist as well where many such lawyers advertise.
DISCLAIMER: this is not intended to be specific legal advice and should not be relied upon as such. No attorney-client relationship is formed with the law firm of Natoli-Lapin, LLC on the basis of this posting.
Herr is how your competition handles this in Chicago. http://www.binnys.com/policies
I am not your lawyer and you are not my client. Free advice here is without recourse and any reliance thereupon is at your sole risk. This is done without compensation as a free public service. I am licensed in IL, MO, TX and I am a Reg. Pat. Atty. so advice in any other jurisdiction is strictly general advice and should be confirmed with an attorney licensed in that jurisdiction.