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It is the bleak midwinter, when-to quote the wonderfully depressing Church of England hymn-the frosty wind made moan.

But inside the brightly lit ballroom of Chicago’s Guest Quarters Suite Hotel, everything is warm and cozy as Sharon Gless and Tyne Daly-who may forever be identified in the public psyche as TV’s Christine Cagney and Mary Beth Lacey-are recording a live radio show before an enthusiastic audience.

With the cast of six taking turns at four microphones, the two leads are relying on reading glasses and wearing frumpy, forget-the-ego “housewife” attire-Daly an ankle-length dress and apron, Gless a dress, cardigan sweater and white ankle socks.

In the background, the sound-effects person is busily simulating ironing and Nehi-pouring, crumpling pieces of paper, pounding a hammer, unzipping a jacket, ringing a doorbell, shaking house keys. One of the other actors doubles as the resident panting dog.

Originally staged at Victory Gardens Theatre, Claudia Allen’s “Deed of Trust” will air April 8 on WFMT-FM (98.7) and its cable audio systems in 235 cities. Set in rural Michigan in the late 1930s, it involves a pre-“dysfunctional” family feuding over the inheritance of a farm.

“We play two sisters whose estranged brother is making a coffin and planning to pay $500 to anyone who will kill him,” Daly is saying over a light supper two days before the broadcast. “It really is a comedy, and it’s fun to play Sharon’s sister. Of course, I gave her the choice, so she picked the funny one, right? She gets all the laughs. I suffer, and she gets to be funny.”

“Deed of Trust” is one of a 10-part series, “Chicago Theatres on the Air,” sponsored by Guest Quarters in collaboration with local theaters and airing through June 3. The next to be recorded live (at 8 p.m. Thursday in the hotel) will be Live Bait Theater’s “What Cops Know,” based on Connie Fletcher’s book of interviews with Chicago police officers and starring Charles Durning. (For information, call Ticketmaster at 312-902-1500.) Other performers who have appeared this season include Rita Moreno and Julia Louis-Dreyfus (“Seinfeld”), with Valerie Harper and Michael York coming up.

With the exception of a guest appearance by Daly on Gless’ short-lived CBS series “The Trials of Rosie O’Neill,” this marks the first time the two have worked together since their popular CBS female-cop series, “Cagney & Lacey,” went off the air in 1988. (For the record: Sharon Gless played blond detective Christine Cagney, and Tyne Daly was dark-haired partner Mary Beth Lacey.)

“On `Rosie O’Neill,’ I played an extraordinarily self-involved Broadway actress,” Daly says. “A Broadway musical star,” corrects Gless, and both actresses break out laughing. “Right-how cute is that?” says Daly, who herself became the toast of New York five years ago for her Tony-winning performance in “Gypsy.”

Carrying on like two schoolgirls who haven’t seen each other in a semester, the two have settled into a restaurant before walking over a few blocks to catch “Philadelphia” at the Esquire Theater.

“We both live in Los Angeles, but we don’t see each other that often,” the considerably more loquacious Daly is saying. “What, Sharon, on your birthday we sat around on the beach, right?” Each had previously worked on radio shows for producer Susan Loewenberg, who signed them up for “Deed of Trust.” “The live audience part is fun,” Daly says, “but mostly they watch the sound-effects guy.”

“Another thing about radio,” Gless adds with a grin, “is that you don’t have to look your best. Incidentally, I used to see the old shows as a little girl growing up in Los Angeles. You’d put on your gloves and your Mary Janes; you’d dress for it. I’d see Edgar Bergen and Charlie McCarthy do their show. It was very exciting, and you got to stay up late.”

“It’s an era I just missed as a child,” says Daly.

“She’s younger than I am,” Gless inserts in a stage whisper.

The conversation, inevitably, turns to the Not Quite Big One, which had hit Southern California two weeks earlier. “It’s all very sad for me, because I’m a fifth-generation Angeleno,” Gless says. “I mean, there are streets named after my family, and my grandfather was an attorney for people like Howard Hughes, Cecil B. De Mille and Spencer Tracy. Between the earthquake and the fires and the riots, there’s a great sadness for me over what’s happening to my city.

“I came to acting late, and I was the last contract player Universal hired. You know, they set us up on dates, and I got set up with Steven Spielberg. True. They sent us to the first AFI (American Film Institute) dinner, honoring John Ford.”

“Better than Steven Spielberg, there was the rented dog,” Daly prods. “Tell him about the dog. I love that one.”

“It was during `Cagney & Lacey,’ and some magazine like Ladies Home Journal was doing actresses and their pets. Well, I didn’t have any pets. I said, `Look, give me a two-page spread and let me lie down next to a goldfish bowl.’ They had no sense of humor at all. So I rented a dog for the shoot. But I wanted one with my hair coloring so it’d match. I got this fluffy golden retriever. We looked fabulous together.

“Well, the dog was obviously not used to being in front of the camera. Apparently, every time the flash would go off, she looked like she was about to attack me. So they got rid of her, and the photographer said he had an Irish setter with a tongue this long. Do I have to tell you who stole that picture? And, of course, we didn’t match.”

“I actually don’t believe in domestic animals, but I have children who do,” says the now divorced, 47-year-old Daly, a brand-new grandmother who has daughters aged 26, 22 and 8. “At the moment, there are two cats. Beansprout died. So we have Mr. Quick and we have Spooky. They belong to Alyxandra, who is 8. Which is a great age. I’ve decided that children are basically extraordinary between the ages of zero and 10. Once they get into double numbers, it starts to get real tricky. I think when people make it into the triple numbers, they get nice again.”

“I never wanted to have kids, because to me it’s too big a responsibility,” Gless, who is 51, confides. “I couldn’t get past that to look at what the joy might have been. I was sort of too busy raising myself, and I was aware that I was immature. It’s true. I mean, it doesn’t make me a bad person.”

After a rocky start in 1982, “Cagney & Lacy” logged in a total of 6 1/2 seasons.

“We were never top-rated, except occasionally, but we had real good material, critical esteem and public backing,” says Daly.

“So it felt like we were the fine stuff and not the junk. Beyond that, the need for women to see women heroes-flawed heroes, in this case-was there. And our characters obviously didn’t always have to look their best. I used to say to the stylist, `Go away. Mary Beth hasn’t seen the back of her hair in 30 years.”

Gless actually was the third Cagney, following Loretta Swit in the initial TV movie and Meg Foster for part of the first season. “In the beginning, a lot of people just couldn’t take me seriously. It was, like, the decorative Miss Gless. And every year Tyne would win the Emmy. I finally did win in the fourth year.”

“Even my own mother was rooting for her to win,” Daly says. I told her, `Ma, you’re my mother.’ “

More devastating than the early Emmy rejections was the fact that Gless became a favorite subject for the tabloids. When the series ended in the spring of ’88, she checked into the Hazelden Foundation’s rehabilitation center in Minnesota to treat her addiction to alcohol. About the same time, she became involved with “Cagney” producer Barney Rosenzweig.

“It seemed I was either a drunk or a home wrecker. Someone once told me, `You know, there’s an upside to this. If you weren’t famous, they wouldn’t put you on the cover of these rags.’ “

After “Cagney & Lacy,” Daly received a great deal of publicity for her performance as Mama Rose in “Gypsy.”

But fame is fleeting. Three years later, she again went to New York, where, as she puts it, she was “dying a death” in “The Sea Gull” for Tony Randall’s National Actors Theater. “I mean, I thought it was a terrific idea, but the critics sort of handed me my rear end on a plate.”

“When I was doing a play,” Gless chimes in, “the headline in the paper read, `TV Cop Live on Stage.’ Swear to God.”

“They always put `television actress’ in front of your name,” Daly agrees. “Part of the reason I did `Gypsy’ was to change my category into just actor. I was tilting at windmills. There were big (Merman-esque) ghosts in the room.”

After the second season of “The Trials of Rosie O’Neill,” in which Gless played a corporate laywer turned public defender, she and her new husband, Rosenzweig (who also produced that series), toured Europe.

“They had a four-month honeymoon,” says Daly. “I thought, nobody does that, except Scott Fitzgerald and Zelda.”

“We came back and were down in Florida when we learned that `Rosie’ wasn’t picked up by the network. So Barney and I drove across the U.S.-hitting every Dairy Queen,” Gless says.

“When I got home, I checked into a fat farm. Then I did `Misery’ in London on the West End. I came back and checked into another fat farm because I put on 55 pounds to play Annie Wilkes. They had offered to pad me, but I said, `Oh, don’t be silly.’ Gless laughs. I mean, De Niro puts on weight, and everybody cheers. I do it, and they’ve got their fingers down their throats.”

Gless, who was about to head for Memphis to shoot a TV movie in which she plays identical twins, says she’d be willing to try another TV series, while Daly has just finished a pilot for CBS.

“I play a Quaker woman with a past. It’s based on a book by Catherine Marshall, `Christy,’ based on her mother’s experiences of being a young teacher in the Smoky Mountains in 1912. So it’s what we call `courses and horses.’ Actually, I got thrown from one of the beasts during filming. Old dogs, new tricks. Whether the series goes, I have no idea. Anyway, it was fun, and I got steeped in Quaker faith and practice.”

Gless laughs-in the same way, in fact, Christine Cagney did when she tweaked Mary Beth Lacey. “Now, there’s a stretch.”