Sorry, I may be no help to you at all. But I was wondering if you have tried searching the very wonderful website of http://www.sos.state.il.us/departments/archives/databases.htmlhttp://www.sos.state.il.us/departments/archives/databases.html ?This is the Illinois State Archives Databases.(I wish other states would have something like this)! It has much information in it--I personally have found individuals in my family there--actually, I think it is quite amazing! Click on the Global Seach Database next to the spinning globe (near the top of the page). Then you can input the name of the individual you are looking for (scroll down to input the name--this will give you every ocurrence of the name found in the databases).
My apologies again, I am not related to the Coghill or Elliott families in any way that I know of.