I hope you don't mind Candy, because I'm sure this isn't quite what you were after, but there is a Trager dealer 4 miles from the HD dealership. They might have pellets, and if not, one of the other Traeger dealers close to Effingham.
When are you going to be in Effingham and is there a particular brand you are needing? I am about 1 1/2 hours away. I might be able to pick them up for you and drop them off if you are going to be there tomorrow. Let me know