We know that my grandfather died in Chicago in 1935. It was probably in early April, since my grandmother was pregnant at the time and she miscarried due to her grief. I can find the child in Cook County, Illinois death records (Cook County, Illinois Death Index, 1908-1988), simply by entering his last name. Where's his daddy?
Both my grandmother and my father said that he died in Chicago as well.

Since I don't know the day that he died, I can't request records from Cook County through Vitalchek.

What am I missing? Thanks!