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To answer your last question first, to cancel a route once you are underway press the menu button to leave the map and go back to the main menu. Once on the main menu select the Route Options button. Once on the Route options menu select the Cancel Guidance button on the lower right. The car will ask you to confirm your choice, say yes.
In reading your first scenario it sounds as if your navigation unit still has a leftover waypoint programmed from the Chicago area. If it does it will continue to try to route you to your new destination in AZ via that waypoint in IL until it is either passed or deleted. To check, do the following:
Return to the main menu.
Select Stored locations.
Select Destination and Waypoints.
Make sure that the screen says 0/5, if not select Del. All.
To raise your confidence in the route that the navigation unit has selected you can always review your route once chosen. To do this return to the main menu and select route options and then Display Route. This will let you review the route that the unit has calculated and see if in fact there are any out of the way guidance bits in there (such as a trip to IL on your way to the store in AZ).
Thank you for your reply, since I've deleted everything and returned to defaults and reset the unit to be in AZ after the reset the unit now seems to be working much better! I don't get the map from Chicago to Phoenix anymore and it can get me home as well!!
Most items of interest are on the Tech Tips page (including all the components of the navigation tutorial in downloadable pdf. Don't be fooled by the name, the section called Navigation is actually a smartphone friendly page that owners can reference from their mobile phone while on the go.
Thank you for your reply, since I've deleted everything and returned to defaults and reset the unit to be in AZ after the reset the unit now seems to be working much better! I don't get the map from Chicago to Phoenix anymore and it can get me home as well!!
Great to hear. Don't hesitate to contact me if you have any other questions on the use of the navigation radio.