Yellowstone super volcano eruptions are rare and one is not predicted to happen in the next few thousand years. I read that smaller eruptions are more likely than bigger ones.
I suspect that in the event of a big eruption, the safest place to be (or head to) would be Florida. It might be safer to stay indoors. According to one site, the ash fallout in Indiana would be just a few millimeters, and extend down to the southern states like Georgia.
However, the ash contains silicates that can damage your lungs. You would want to have protective breathing gear.
A major eruption would severely damage the environment, causing crop failures worldwide.
There would be massive loss of life in the western states. The last major eruption, around 700,000 years ago, wiped out all the animal life in the neighboring states. The entire western half of the country would be in danger, as well as parts of Canada and Mexico.