Just confirming what Kerrie has said.
We don't key N S W as that is "presumed" for all records in this project.
We don't key anything in the county field unless the word "county" is actually mentioned in the record. (it would be akin to inferring something not on the image - that's how I think about it anyway).
So to clarify, your record locations would be "Chicago, Illinois" and "London, Middlesex", both keyed in the location column, nothing in the county column.
As for review, I'm not geographically minded and don't "know" that Middlesex is a county. Unless it's shown on the record as "London, county of Middlesex" (or similar), then I would probably change it in review if it was keyed in the county column.
Cheers, and welcome to the project.
(Back from hols. I did keep an eye on the boards, but saw you had it covered each time I checked Kerrie. Had a good break, thank you)
PS: If you (or anyone) want a copy of my help file for this project, email me at firstname.lastname@example.org
and say whether you want Word or pdf version.