The Prescott, AZ show has nothing at all to do with the Chicago show. The latter was moved to St. Louis, where it remains.
The Prescott Show, held originally in Phoenix as I recall, was an additional show started by the California Cartridge Collectors Association, whose regular show that the time was held in Southern California. Of course, that show could not allow the plethora of ammunition types prohibited in California. The motive for the second show as partially to draw attendence from those that would not come to a repressive state like California. Today, the California club has renamed itself the Western States Cartridge Collectors’ Association, and has no formal show in California. One show is held in Reno and the other in Prescott, although I am not sure that the Prescott show is still under that club’s management. California collectors like myself get lonely now, as many of our colleagues have moved out of the state in their retirement, and some have given up collecting. We do have some informal meetings on occasion, at a member’s house in my area, with another held in Southern California.