Two Factor Authentication in different city
While I am in Rochester, NY - during two factor authentication I am being prompted:
Apple ID Sign In Requested ... on the web near Chicago, IL
Is this normal to be off on location?
That isn't unusual. See the following from Two-factor authentication for Apple Account - Apple Support
The notification might include a map of the approximate location of the sign-in attempt. This location is based on the new device’s IP address and might reflect the network that it’s connected to, rather than the exact physical location. If you know that you’re the person trying to sign in but don't recognize the location, you can still tap Allow and view the verification code. If you’re not the one trying to sign in, tap Don’t Allow to block the sign-in attempt.
