The Chicago suburbs of Indiana are in the Central Time Zone; it would take you an hour on I-90 (assuming no traffic whatsoever!) to reach the Illinois border from the Central/Eastern time zone change point, and even longer if you're coming north on I-65.
The time zone change happens even further afield than the furthest exurbs of Chicago. The places there are well and truly rural.
Not really. The time zones are pretty crooked so that the borders go through desolate areas. Only place that really happens is near Chicago.