A problem with this question is the completely non-relativistic set up. Chicago to London is milliseconds, and speeds are slow. SR is not a factor. The 3 cities aren't collinear, which complicate a quantitative analysis.
There is also the problem that it's on Earth, which will invoke failures to abstract, such as rotating reference frames and gravitation time dilations.
To fix that, imagine 3 collinear deep space stations called CHI, NYC and LON, all with relative velocities zero.
Now pick reasonable velocities, one slow, and one fast:
$$ v_s = \frac{13}{85}$$
$$ v_f = \frac{84}{85}$$
with corresponding Lorentz factors:
$$ \gamma_s = \frac{85}{84}$$
$$ \gamma_f = \frac{85}{13} $$
With CHI defining the origin of the $S$ frame , the world line of CHI is:
$$ W_{CHI}(t) = (t, 0) $$
we'll place the other stations at:
$$ W_{NYC}(t) = (t, 84) $$
$$ W_{LON}(t) = (t, 97) $$
Here $(t, x)$ refers to years and light-years in the $S$ frame.
It's very important to label relevant events when setting up and SR problem. Firing off long sentences describing them is not clear.
So everyone starts at:
$$E_0 = (0,0)$$
At $t=0$, Alice (it's always Alice, not Anna) leaves for NYC, traveling in the $S'$ frame at $v_f$, arriving at:
$$E_1 = (\frac{D_{C, N}}{v_f}, D_{C, N})=(85, 84) $$
and immediately slowing to $v_s$, traveling in the $S''$ frame to arrive at LON:
$$E_2 = (170, 97) $$
At that point, Bob leaves for a direct flight to LON at $v_f$:
$$E_3 = (170, 0) $$
traveling in $S'''$, arriving at LON at:
$$ E_4 = \big(85(2+\frac{97}{85}), 97\big) $$
where he slows down to $v_s$ for $\epsilon$, in frame $S''''$, and then stopping, returning to $S$ and reuniting with Alice at:
$$ E_5 \approx E_4 $$
So now we have 6 events and 5 frames to deal with, instead of the standard 3 events and 3 frames in the Twin Paradox.
To figure out the elapsed proper times, we just add the proper time of the straight legs. Nominally, this requires transforming into all the frames, but that is not necessary here.
From $E_0$ to $E_1$, Alice experiences:
$$ \tau^A_{0,1} = \frac{D_{C, N}}{v_f\gamma_f}=13\,{\rm years} $$
From $E_1$ to $E_2$:
$$ \tau^A_{1,2} = 195.15\,{\rm years} $$
Finally, from $E_2$ to $E_5$:
$$ \tau^A_{2,5} = \frac{97\cdot 85}{84}=98.15 \,{\rm years} $$
Her total elapsed time is:
$$ \tau^A_{0, 5} = 307.3\,{\rm years}$$
Meanwhile, Bob is simpler:
$$ \tau_{0,3}^B = 170\,{\rm years} $$
$$ \tau_{3,5}^B = 15.0\,{\rm years} $$
His total elapsed time is:
$$ \tau^A_{0, 5} = 185\,{\rm years}$$
Much less than Alice.
So where's the paradox? A paradox is an apparent contradiction, and there are no contradiction in SR: it is self-consistent. Since I analyzed the whole thing in Minkowski Space, there are no apparent contradiction, thus: no paradox.
I have to breakdown some 3+1 frames to find a possible paradox. That means: how much time did Alice see Bob's clock tick?
From $E_0$ to $E_1$:
$$ t^{A, B}_{(0, 1)} = \frac{D_{C, N} }{ v_f \gamma^2_f} =1.99\,{\rm years} $$
From $E_1$ to $E_2$:
$$ t^{A, B}_{(1, 2)} = 12.7\,{\rm years} $$
Finally $E_2$ to $E_5$:
$$ t^{A, B}_{(2, 5)} = 15.0\,{\rm years} $$
for a total time of:
$$ t^{A, B}_{(0, 5)} = 29.7\,{\rm years} $$
which appears to contradict his proper time of $185\,{\rm years}$.
This is an apparent contradiction, aka: a paradox. The resolution involves the relativity of simultaneity. When Alice changes frames, her definition of "now" back on Earth changes, skipping much of Bob's existence sitting around on Earth aging.
Note that this is not time-dilation, this is the relativity of simultaneity. All observers in SR thought experiments have an infinite lattice of synchronized clocks and rulers, and when Alice goes from $S'$ to $S''$ (and from $S''$ to $S'''$), her lattice of clocks goes out of synch, and she needs to pick new ones.
If you work out the linear Lorentz Transformations:
$$ t' = mt + b $$
you will find the missing time. The slope, $m$, is time dilations, while the intercept, $b$, is clock synchronization.
Note that in the problem here, it is much more tedious than just doing the standard Twin Paradox, where the time on Earth jumps forward at space twin's turn around. Since I provided labeled events: just do the Lorentz Transformations.
This can be analyzed in general relativity as a gravitational time dilation, as GR contains SR, and GR is self-consistent away from singularities, that is a nice exercise when studying GR. It is not necessary. One problem is that the time on Earth can go forward and backward, depending on the direction of the velocity change. (See: Rietdijk–Putnam argument).