Make sure you check in at the ML in Chicago to get your Dinner reservation. Pittsburgh's station has just the Amtrak counter, some seats for a few passengers, and not much more.
Sorry if you've already taken your trip and don't need this info anymore, but try the Westin hotel, a short walk from the PGH Amtrak station on Liberty Ave.--the bell desk there may be willing to store bags for an appropriately-sized tip.
incidentally, when I rode train #29 Saturday 2/3 my sleeper 2902 was the last car of the consist so they have now moved the sleepers to the rear instead of right behind the engine. Great ride and my fellow passengers in 2902 were the dining car crew. Basically, I was the only paying passenger in 2902,