R. Kelly's Girlfriends Azriel and Joycelyn Cruising Around Chicago

R. Kelly's alleged sex slaves aren't staying locked up inside just because he is ... they're out cruising the streets of Chicago, looking carefree as can be.

Azriel Clary and Joycelyn Savage were spotted together over the long Labor Day weekend riding around the city in a Vanderhall Venice 3-wheeler ... a pretty slick ride for Kelly's so-called girlfriends.

Azriel's behind the wheel in video captured by Fox News correspondent Matt Finn ... all smiles as she leans over to check something on Joycelyn's phone before speeding off down Michigan Ave.

Hard to tell what the ladies are listening to ... but ya gotta assume some R. Kelly's on their playlist.

We broke the story ... Clary and Savage have a master plan to use the money they make on a couple potential deals to help Kelly score legal funds for a powerhouse defense team. They're also aspiring to launch careers in Hollywood.

It's unclear how the fun new car fits into that plan ... but we ain't judging.