I’ve been successfully posting in communities at lemmy.ml from lemmy.sdf.org, so I’m not sure what might be happening there. I was able to find Midwest.social/c/chicago from the sdf instance search. The URL should work, but you are also able to use the format !community@instance.tld (!chicago@midwest.social). The search does take a long time to fetch the results from an external instance, and there is no loading animation, so after a minute or two the results will change from “no results found” to displaying the community.