A B757 CREW WAS PRESUMED TO HAVE MISSED A CHANGE OF RWY CLRNC; WHEN IN FACT THE CLRNC WAS NEVER GIVEN; CAUSING CONFUSION AND LAST MINUTE VECTORING TO THE CORRECT RWY.

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LOCATION ARRIVAL DOWNWIND AND DOGLEG APCH ARRIVAL AND LATER APCH ASSIGNED FLT RWY 22R. WX INCLUDED MODERATE TURB AND ICING WITH LNDG WINDS NEAR XWIND LIMITS. ON DOGLEG TO FINAL BOTH THE CAPT AND FO BELIEVED THEY WERE CLRED RWY 22R. I RECALL BEING ASSIGNED A HEADING TO INTERCEPT THE LOC; MAINTAIN 190 KTS; MONITOR TWR AND RPT THE MARKER. AT NO TIME DO I RECALL THE FINAL APCH FIX NAME BEING USED -- A KEY POINT. THE INTERCEPT HEADING APPEARED TO BE MORE SHALLOW THAN TYPICAL BUT THE WINDS ALOFT AND ON THE GND WERE UNUSUALLY HIGH MAKING THE HEADING ACCEPTABLE. DURING THE MONITORING OF TWR FREQ WE WERE INSTRUCTED THAT WE HAD FLOWN THROUGH THE LOC AND ASSIGNED A LEFT TURN TO HEADING 195 DEGS. HAVING BEEN ON A LEFT BASE AND DOGLEG THIS SEEMED STRANGE AS WE HAD NOT YET INTERCEPTED THE VECTOR AND DSNDED AS INSTRUCTED. SUBSEQUENTLY WE WERE CLRED TO LAND ON RWY 22L. A POST FLT CALL TO CHICAGO TRACON REVEALED THAT THEY BELIEVED THAT A RWY 22L APCH HAD BEEN ASSIGNED. THIS EXPLAINED THE LOC FLY THROUGH AND LEFT TURN. BELIEVING THIS PLT ERROR THEY RPTED THAT ACTION HAD BEEN INITIATED. UPON REQUEST FOR A THOROUGH ARRIVAL AND APCH REVIEW OF THE TAPES TRACON SUPVR RPTED TO THE CAPT THAT THE INITIAL ASSIGNMENTS HAD BEEN RWY 22R BUT THAT THE FINAL CONFUSION BETWEEN HIS CTLRS BUT ALSO STATED THAT A VALID CLRNC TO RWY 22L HAD BEEN ISSUED AND RECEIVED. HOWEVER; AT NO TIME WAS THE PHRASE 'CHANGE OF RWY ASSIGNMENT' USED AND THE APPARENT CHANGE OCCURRED AT A PARTICULARLY DIFFICULT PHASE OF FLT DUE TO THE TURB; ICING; AND LACK OF TIME; DOGLEG TO SET UP AND BRIEF A NEW RWY. SUPPLEMENTAL INFO FROM ACN 528718: AND THEN A DOGLEG VECTOR WAS GIVEN TO INTERCEPT RWY 22R ALONG WITH A FREQ CHANGE TO SECOND APCH CTLR. WE WERE THEN GIVEN AN ALT CHANGE; AN AIRSPEED; A FREQ CHANGE TO TWR WITH INSTRUCTIONS TO MONITOR. AT THAT POINT I BELIEVE RPT PASSING THE FIX KENDL WAS MENTIONED. I BELIEVE I ACKNOWLEDGED THAT TRANSMISSION WITHOUT QUESTION. A QUICK LOOK AT MY APCH PLATE FOR RWY 22R PRODUCED NO SUCH FIX SO I SELECTED WAYPOINTS ON THE FLT COMPUTER AND DISPLAYED KENDL ALONG OUR VECTORED FLT PATH. OUR NEXT COMMUNICATION WAS THAT WE WERE NOT ON THE LOC AND TO TURN LEFT FOR RWY 22L. WE WERE LATER INFORMED THAT WE COULD NOT BE REACHED ON TWR FREQ AND THAT WE DRIFTED INTO THE APCH PATH FOR 22R. AFTER LNDG I SPOKE TO THE ORD CTLRS AND DISCOVERED THAT WE WERE IN FACT CLRED FOR RWY 22R INITIALLY. THE SECOND APCH CTLR ASSUMED THAT WE HAD BEEN CLRED FOR RWY 22L THUS THE INSTRUCTIONS FOR THE CALL PASSING KENDL. AS PIC IT WAS MY RESPONSIBILITY TO CATCH THAT LITTLE DISCREPANCY. HOWEVER; DURING AN INSTRUMENT APCH IN HIGH WIND CONDITIONS ON VECTORS TO INTERCEPT FINAL WAS NOT THE BEST TIME TO GET EVEN A CLEARLY DEFINED RWY CHANGE LET ALONE ONE THAT AT BEST WAS FULL OF CONFUSION IN ITS TRANSMISSION AND RECEPTION.