Cabelas does carry minnows. Not sure if it's all the time but I do buy them there from time to time. Not a very big selection but better than nothing in a pinch. But as stated I would call ahead.
Another place that has minnows but also with less than ideal hours is westforths just off 55 in Gary.
The South End provides useful resources and discussion forums for those that fish The South End of Lake Michigan for Salmon, Steelhead, Perch, and Bass as well as elsewhere in the Region and Chicago area.