What is the most "natural" way in Pro to find all States and Canadian Provinces which are east / west of Chicago.
"Natural" is a pretty ambiguous term here. For me, it would be pretty natural to just look at a basemap and see. But if you mean some kind of programmatic method of doing so, you could probably pull out the X/Y of the vertices of your states/provinces, find maximum X value for each, and then compare that against the maximum X value of the location you're comparing it to.
Depending on how you're doing this (Python, Arcade, etc), the methods will vary quite a bit.