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Mentor
Step 1 is to apply and see where you get in
The question is more of a hierarchy where OP should keep trying the next best thing until they land something. Coming from B4, PE investing role is unlikely to happen. Consulting isn’t a magical key that opens all opportunities
I’d say consulting (MBB or T2) or PE would be better options than industry and will continue to keep your doors open for the future.
Subject Expert
Apply to all at the same time
Coach
Following as I’m at Deloitte and in a similar position. OP out of curiosity — do you have offers for these options or are you just brainstorming? Also what would you like to do long term (i.e. industry preference, be an investor vs operator, etc.)
Well. What do you want? Or who do you want to model after in the long run? All those options are indeed possible but are you sure you want to ask a bunch of strangers online who don’t know you at all?
Figure out what you want your life to feel like and go the route that will allow you to achieve that