CHICAGO — An avid R. Kelly fan has been arrested in the Chicago area on federal charges alleging he threatened to “storm” the U.S. attorney’s office in New York. Christopher Gunn, 39, of Bolingbrook, was charged in a criminal complaint unsealed Monday in U.S. District Court in Brooklyn with making threats involving serious bodily injury or death. Gunn, who also goes by the name “DeBoSki,” was arrested here Saturday and appeared Monday afternoon in Chicago’s federal courthouse, where a judge ordered him held in custody pending a detention hearing later this week. Prosecutors are asking that he …