First time I have read of a plan to invade Illinois. Bragg invaded Kentucky in June of 1862. The campaign ended in failure. Had Bragg been successful in Kentucky, then Southern Ohio and Southern Indiana might have been considered for further operations. With the Union holding a big portion of West and North Tennessee, Illinois would appear to be out of the question. JMO
Davis believed the Union would aim at the Tennessee and Mississippi rivers in its next campaign and hoped Johnston could concentrate enough force to counter such a campaign.
Additionally, Davis hoped a move by forces under Edmund Kirby Smith into eastern Tennessee would create a diversion.
**So here it comes**
A Confederate fleet was also gathering on the Mississippi River.
If the Union moved its gunboats up the Tennessee, it would give Johnston a chance to strike at Cairo, Illinois.
Davis correctly deduced the Union river campaigns, which were in some respects dictated by geography and logistics, but he was overly optimistic, indeed unrealistic, about the potential for a Confederate naval strike against Cairo."
Stoker, "Strategy and the US Civil War" (2010), p 116
So, it was not an invasion of Illinois Davis planned, so much as a naval raid on Cairo, which could mean Davis' plans were foiled less by Grant at Fort Donelson than by Union General John Pope's canal dig and assault on Mississippi Island No. 10 (Kentucky Bend) in April 1862.