Real Estate License in Multiple States (OH & IL)

So I want to get my real estate agent license and eventual broker's license to practice in Ohio and Illinois. I see Connecticut is cooperative with both states. I am not sure where to start. Do I study for my agent test for Connecticut and that will cover both? Or should I just do Ohio first and the get Illinois later? I would prefer to knock both out at the same time with a cooperative state that covers both but am not sure if that is how this process works? I am just getting started and would love any feedback or advice from this community!