You have to assign UChicago as the school on NMS
In that way, NMS would not have awarded you $2,500 and you would get into the UChicago program.
If you mark "Undecided" on NMS, then you are considered for $2,500 NMS award. If you win it, you automatically disqualify for school award.
The UChicago $2,000/yr is operated within the NMS scope. You can only take one of them - either from NMS or from UChicago.
Now that the NMS award has been granted, I'm not sure if you can ever reverse the process.
(Even if you give up the $2,500, you are already outside the scope & timeline for the UChicago award)
Tricky? Yes