I asked all these questions at a younger age after stumbling onto a very faded  car myself at Proviso in the 1960's. 

Here is a pictorial discussion of Proviso Yard including the LCL house:
https://www.cnwhs.org/faq.pl

And this below from the CNWHS FAQ pages (Lloyd is Lloyd Keyser a bedrock of CNW information):
Chris Rooney

Q: What did the large x on the door of CNW box cars mean?
Ron

A: The large X on the wood box car doors were used in LCL service from various Chicago freight houses to the huge LCL facility at Proviso Yard. They were called "Dolly Cars" as the freighthouses used movable wire cages on casters loaded with the LCL packages. These were easily rolled out of the cars at Proviso for sorting into overnight box cars to various cities. The westbound trains were called the Roundup. This was of course replaced with the overnight piggy back 26 foot trailers in 1954. NWL has had a pix or two showing these cars being pulled from the Merchandise Mart.
Lloyd