The native American D. tricorne Michx. ranges very close to Michigan in the Chicago area, and might be discovered in the southwestern part of the Lower Peninsula, or as an escape from cultivation. It is a fairly low plant (up to ca. 5 dm tall), few-flowered, with follicles spreading when mature.
All species found in Delphinium
MICHIGAN FLORA ONLINE. A. A. Reznicek, E. G. Voss, & B. S. Walters. February 2011. University of Michigan. Web. March 30, 2017. http://michiganflora.net/genus.aspx?id=Delphinium.