There are some real nuances in the Illinois Human Rights Act ("Act") regarding citizenship, national origin and ancestry. For example if you are Hispanic and believe you are the victm of discrimination in Illinois you can't file under racial discrimination. The reason for this is under the Act, race is only white, black or Asian. The Act only recognized three different races. So if you believe you are being discriminated against you would have to proceed under a different category.
There are not many differences under the other categories I listed in the first paragraph. How you would proceed would depend on the facts of your case. For example if the employer is asking if you are a citizen because he think you are Mexican and perhaps here illegally, then you would proceed under citizenship. If there are no inquires about your status but rather there are rude comments about you being Mexican or about your home country, then you can proceed under the other categories. There are very strict time limits for filing a complaint so seek out an experienced employment lawyer and protect your employment rights.