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Thank you for your question and thank you kindly for requesting me to assist you with your concerns.
In what state are you seeking to file? Where did you move from and where did you move to? In what state is the company incorporated? Are they admitting any of the damages? Did they have insurance, or you do not know?
Did their insurance agree to a settlement with you, or not yet? Also did you have any contract in writing which listed where any disputes are to be heard?
My concern is where you end up filing. If they are located in Washington state, that is generally the best place to file suit unless you have a contract between you both that stated that any conflicts would be resolved in a different jurisdiction, such as Illinois. Therefore if you file in Illinois, they stand a good chance of contesting and removing the case to Washington. You CAN sue on your own via small claims--in Washington state the small claims limit is only $5,000 so if you wish to file for all your damages you'd need to file in a higher court. Illinois has a higher limit of $10,000 but I worry that it will be rejected and you'd be forced to re-file. Please be aware that you have the burden of proving that they packed the items and you either did not receive them or they were damaged. But you do have legitimate grounds here for filing.
You can file suit where your damages occurred in Chicago. If you can get a judgement you can seek to have it enforced it in other states.