If you have electricity in the coop and can stabilize the temperature there, you can raise them in the coop. I put my brooder in the coop, put a draft guard around it, and raised them out there. As far as how long they need heat, when the night-time lows are the same as dropping the temperature 5 degrees a week, you are perfectly safe. I'd expect Illinois could have some pretty cold nights in April.
Fully feathered can vary some by breed and how fast they develop, depends some on nutrition, stress, whatever. I considered mine fully feathered at 4 weeks, but I am further south and I was later in the year. I also had 28 so they could huddle and keep each other warm.