For the Presidency:
Not Going D: Wyoming, West Virginia, Arkansas, Tennessee, North Dakota, South Dakota, Ohio
Not Going R: California, New York, Massachusetts, Hawaii, Washington State
Illinois saw the largest population decline after New Jersey. The more people leave it, as is the case with the rest of the Rust Belt, the redder it gets. It won't go solid red, but it'll be a swing state. I expect it to go Republican at least once between 2036 and 2044 after peaking this year or 2024.
I'm going to have to disagree with you on IL, since much of the population loss has happened in conservative areas downstate while Chicagoland has held up fairly well over the last decade. It's hard to see Republicans winning Illinois in the near future unless they make major inroads with the kind of voters they've alienated in the most voter-rich corner of the state.