I figured I'd chime in, since I live in Michigan as well. As you've discovered, it's impossible to ride all 3 Michigan trains without backtracking to Chicago, unless you ride a bus.
For your itinerary, it would be easy to take a bus KAL-GRR instead of returning to CHI. Amtrak sells tickets on that route as Thruway service (though you'd have to purchase on the same itinerary as at least one train - could be multi-city though), or you could buy from Greyhound or Indian Trails (the bus company that services that route). You could also get to Holland by bus, though there are less options for that itinerary than GRR (an Uber/Lyft between the two cities is also a possibility, though there is no public transit option to speak of). Holland would definitely be a fun stop - I'd suggest trying to see Lake Michigan while you're there, though the lack of transit may complicate that (there is Uber/Lyft though). Lake Michigan could also be seen from the New Buffalo stop on the Wolverine/Blue Water (or in Chicago obviously).
You would miss out on the Blue Water by doing a bus KAL-GRR/HOM, though the Blue Water and Wolverine use the same route between KAL and CHI so you aren't actually missing any territory by doing that. To see anything different on the Blue Water, you'd have to travel east of Battle Creek (that route goes to Lansing, Flint, and Port Huron instead of Detroit). You could take Blue Water east from KAL (Lansing would perhaps be most interesting, as it's the state capitol, though the train stops in neighboring East Lansing which is the home of Michigan State University) and bus from there to GRR/HOM if you wanted to.
As for the rest of the trip, I'd definitely stop in Detroit (downtown is seeing a renaissance, and there's a new QLine streetcar that extends from New Center by the Amtrak station to downtown), though doing Henry Ford/Greenfield Village in Dearborn sounds good as well. You could either take one of the Wolverines between the cities, Uber/Lyft, or public transit (there are a few bus routes between Detroit/Dearborn). There's also Ann Arbor (where I live), home of the University of Michigan - though getting there from Detroit would involve taking one of the Wolverines, Greyhound, an expensive Uber/Lyft, or a few times/day bus service (Detroit Connector) sponsored by the University (but available to the public). If you wanted to go over to Canada you could ride VIA from Windsor (just across from Detroit) to Toronto (and from there connect to wherever VIA goes) - you'd have to take the Tunnel Bus to cross the border and then Transit WIndsor/Uber to the VIA station.
Interested to hear how your trip goes - excited that you're visiting my state!