Sent to Chicago.
Funny thing is I actually sent my I-765 to SF office on 31 March because I was told it would have to sent to the Chicago lock box if received on April 1. Needless to say even though it was signed for on 31 March, it was still sent back to me. I forwarded to the Chicago address and was received on 6 April. The receipt numbers start with MSC******** . I was confused as to which processing centre it was sent to and called the help centre, they told me it was being processed in San Francisco!
I am more confused than ever now!