IL -- keep the unloaded guns locked in one case, the ammo locked in another. Rural OC has lots of rules and is primarily related to hunting activities. Out of state, no hunting license, not engaged in hunting activities you are going to meet Mr. LEO and lose your gun. Very anti-gun at the state level. Southern IL suffers for the foibles of Chicago politicians.
MO -- You can carry anyway you want loaded in the car - CC, OC, console, glovebox, holster, under the seat, doesn't matter as long as you are over 21 and legally able to possess the firearm. OC outside the car depends on where you are. No preemption for OC. Lots of towns with different OC prohibitions. You would have to plan your stops and research every place you are stopping for local ordinances if you want to OC outside the vehicle.