Well, if you're going to talk KCY-DEN, you should seriously also talk about getting the Cardinal into STL and allowing a one-transfer connection there.
Likewise, I tend to like running this as a "back end" to the Heartland Chief (I think that was the proposed name for the FTW-OKC-KCY train), for several reasons:
1) You avoid a split on the Southwest Chief and a middle-of-the-night car transfer;
2) You get all of the cars into CHI for maintenance; and
3) You "double up" the frequency from Kansas into Chicago in the process.
I do think that a serious talk should be had about KCY-STL LD through car service in some form or another (again, either a Cardinal/National Limited option or with a section of the Chiefs going KCY-STL[-CHI?] to cover more city pairs. You would probably need state support of some kind for these sections, but it's something that should be worth an honest look.
Also, if you want to do KCY-CHI overnight...you may as well just run via STL. Even hitting there in the middle of the night, it would provide a 66/67-style service, and you'd avoid having absurd padding. Even sticking in a thick pad at STL and/or at KCY to avoid delay issues, I don't see why you couldn't have the train depart CHI at about 9 PM, hit Springfield at about 12-12:30 AM, hit STL about the same time as 66/67 is hitting NYP, and hit KCY sometime around 8-9 AM. Going the other way, you'd have a similar situation, with a 6 AM-ish departure from Springfield translating into a 9 AM-ish arrival in Chicago (and potentially allowing 300 to be re-slotted somewhere later in the day).
Yes, the times are awful for STL, but the markets you're aiming for are either the mid-IL markets heading to/from Chicago on the one hand, the mid-MO markets heading to/from KCY on the other, and the heading-to-Texas-or-elsewhere-far-away markets.