There have been sightings in Indiana. How are your nectar sources? Females look for nectar and host plants. Males will stake out such an area waiting for females.
I'm in Virginia near DC. No Monarchs, no eggs... hoping to see something soon.
But, I have Red Admirals, Pipevine and Black Swallowtails, plus a batch of American Ladies.
Herndon, VA (USA)
Take care of the small things....