Legal Question in Immigration Law in Illinois

Although this is a Family Law question, your wife would have needed to obtain a final judgement for your divorce. If your divorce was never finalized by the family law court, then you are still legally married to wife #1, meaning your marriage to wife #2 is invalid.

For immigration purposes, if wife #2 was chosen for the DV lottery, and if she listed you as her spouse on the DV form, then her immigrant visa will probably be denied (unless you can prove that your marriage is valid). Again, assuming your divorce to wife #1 was not finalized, you will not be eligible to obtain U.S. LPR through wife #2, since marriage #2 is not valid.

You need a Family Law Attorney in the state that has jurisdiction over the 1st marriage to try to work out this mess. Never rely on an estranged spouse to get a divorce taken care of! In most states, unless you get a "default" judgement, both spouses need to sign forms, etc. I don't know what wife #1 told you she did, but I doubt she did it correctly if she did not have an attorney!