If Dennis died in 1906, and a sister and brother from IL attended the funeral, why didn't the parents?Were the parents already deceased?Did you obtain the 1871-1916 IL Death Index to see if a Florence and Mary Sullivan are listed? IRAD (Illinois Regional Archives Depository) only charges $1 for the index. http://www.cyberdriveillinois.com/departments/archives/databases.htmlhttp://www.cyberdriveillinois.com/departments/archives/databases.html
If the death of Florence and Mary occured after Dennis, that could be the reason why he is not listed in their obit.Sometimes deceased children were listed in the obit, and sometimes they were not.
Did Mt. Olivet give you the ages of the Florence and Mary buried there?Do the ages match up with the possibility that they could be the parents of Dennis?
The census should give you an accurate year of immigration, then you can check the ship lists. http://www.ellisisland.org/http://www.ellisisland.org/
His marriage record may tell you the name of the church in which he was married.The church may have the record of his parents names and witnesses names, who may be his brothers or sisters, if they went out of town to attend the Dennis' marriage.