Question for people that know the area: Would the best first leg be I-94, or I-294?
I have dim memories from a job long ago that there was debate among our staff on which route was best. That business traveled north to Milwaukee regularly. I can't recall I-294 trips, but I do remember getting slowed to a crawl at times on I-94.
I will say this: Regardless of whether it's I-294, 94, 290, or 90, I strongly recommend hitting I-65 to get to Indianapolis. Google maps show some alternate routes involving state highways, and IMO those would just add time and confusion to the trip. Even when I-65's construction (https://511in.org/, click on the "Construction" checkbox) is taken into account, I'll bet it's the shortest, most pain-free route to just grin and bear the construction zones.