Background: Emilie Autumn Liddell (born on September 22, 1979), better known by her stage name Emilie Autumn, is an American singer-songwriter, poet, violinist, and actress. Autumn's musical style has been described by her as "Fairy Pop", "Fantasy Rock" or "Victoriandustrial". It is influenced by glam rock and from plays, novels, and history, particularly the Victorian era. Performing with her all-female backup dancers
Context: As part of a recording project, Autumn traveled to Chicago, Illinois, in 2001, and decided to stay because she enjoyed the public transportation system and music scene there. She released the 2001 EP Chambermaid while finishing Enchant--she alternatively labeled the musical style on Chambermaid as "fantasy rock" and cabaret--and wrote the 2001 charity single "By the Sword" after the events of September 11, 2001. According to her, the song is about strength, not violence; the act of swearing by the sword represents "an unbreakable promise to right a wrong, to stay true".  On February 26, 2003, she released her concept album Enchant, which spanned multiple musical styles: "new-age, pop and trip hop chamber music". Written during her late teenage years, Enchant revolved around the supernatural realm and its effect on the modern-day world. Autumn labeled it as "fantasy rock", which dealt with "dreams and stories and ghosts and faeries who'll bite your head off if you dare to touch them". The faery-themed "Enchant Puzzle" appeared on the artwork of the album; her reward for the person who would solve it consisted of faery-related items. Her bandmates consisted of cellist Joey Harvey, drummer Heath Jansen, guitarist Ben Lehl, and bassist Jimmy Vanaria, who also worked on the electronics. At the same time of Enchant's release, Autumn had several side projects: Convent, a musical group for which she recorded all four voices; Ravensong, "a classical baroque ensemble" that she formed with friends in California; and The Jane Brooks Project, which she dedicated to the real-life, 16th-century Jane Brooks--a woman executed for witchcraft.  On the night of the Enchant release party, Autumn learned that Courtney Love had invited her to record an album, America's Sweetheart, and embark on the tour to promote it. Contributing violin and vocals, Autumn appeared in Love's backing band The Chelsea--Radio Sloan, Dvin Kirakosian, Samantha Maloney, and Lisa Leveridge--on the 2004 tour. Much of Autumn's violin work did not get released on the album; she commented: "This had to do entirely with new producers taking over the project after our little vacation in France, and carefully discarding all of our sessions." She performed live with Love and The Chelsea on Late Show with David Letterman on March 17, 2004, and at Bowery Ballroom the next day. In September 2004, her father died from lung cancer, even though he had quit smoking twenty years earlier. Near the end of 2004, she was filmed for an appearance on an episode of HGTV's Crafters Coast to Coast, showing viewers how to create faery wings and sushi-styled soap--both products she sold in her online "web design and couture fashion house", WillowTech House. On December 23, 2004, she appeared on the Chicago-based television station WGN as part of the string quartet backing up Billy Corgan and Dennis DeYoung's duet of "We Three Kings".
Question: What did she do in Chicago?. Whats the answer?
She released the 2001 EP Chambermaid