it kind of depends where you are in the city. Your best bet is to head in whatever direction that takes you out of the city in the least amount of time if you’re really trying to optimize for time.
otherwise if you’re on the north side of the city then what @Power13 has said will treat you well. I’d head north through evanston and head to fort sheridan. It’s pretty much always populated with cyclists and I think the drivers are more or less used to sharing these routes.
the reality is that we’re in the middle of a dense area in the third biggest city in the US, so getting away to long stretches of road where you can do long intervals is going to be incredibly difficult without having to travel to it. lean on trainerroad indoor workouts when time is short and head out for nice long rides when you’ve got the time