For the Chicago walk, he had no harness. He was required to wear one on his 2012 Niagara Falls walk (which he did object to). Wearing the harness was a demand by the stunt broadcaster, ABC television. For the Chicago walk, Discovery Channel placed no such restrictions on him. And in true Chicago spirit, the city opted to ignore a state law requiring safety devices for public performances at 20-feet or higher. They stated that the statute was intended to protect aerial performers from being forced to work in unsafe conditions, but does not apply to a high-profile daredevil like Wallenda who decided on his own. Go figure.
Regarding the blindfold walk, the first walk was between Marina West Tower and the Leo Burnett Building. The walk was without blindfold and had a 19-degreee upward pitch, and was 454 feet across (at around 65-stories height). Then he went down the elevator and back up the Marina West Tower. He then did a second 94-foot blindfolded walk to Marina East Tower at about 65-stories height.
Nik claimed that if he lost his footing he would grab on to the wire, and physically could remain there up to 20-minutes. He practiced for this event. Then the safety team would come out and rescue him with a harness. The hard part is catching the rope, as Karl Wallenda failed to do in his stunt. I saw that video and he misses it by inches. A real shame.