Upon arrival, they did not have our reservations. The front desk staff was very friendly and diligent and said that Airbnb did not send them our reservations. After a little over 30 minutes, we were penciled in and got our room keys.
The room's heating was broken, it smelled like cigarettes, there was trash left behind in the fridge, there was no hand soap, and there were stains on the hand towel. We reported the heating and fridge trash. The heating was sort of fixed but through 2 days the trash was never removed.
Ultimately, it was my fault for not realizing that, in Chicago, even $250/night won't get you out of the hotel slums on New Year's Eve.