Offered position at startup, leaving consulting

Hi all

Long time lurker here looking for some general thoughts and advice from the community.

I am currently a Senior Consultant at a Big 4 consulting firm (not MBB, think the Big 4 accounting firms...) in the Strategy division. Our division have a strong focus on Commercial Strategy for FTSE-100 and global FMCG firms and less on Corporate Strategy projects.

For various reasons, (essentially unable to answer the question of whether I love the job and would want to grind it out to Partner) I have started applying for jobs.

One interesting offer I have had is from an e-commerce startup. The role is great, essentially working alongside the UK MD to help drive his strategic initiatives in the UK and also with expansion abroad.

My main concern here is what the exit opps would be from this. I think I ultimately want to work for a big consumer tech company or in VC (although I know this is a long shot). Do I stick it out at consulting and try to join as a Finance analyst in one of these companies? Do I work at this startup, network, go to other startups and then join? Do I work at this startup and then study for an MBA (magicking money out of thin air to fund it..) and then do "career take-two", at that point applying to VC or one of the tech companies?

There is also the fact that although this company is VC funded, they are going through another round of funding currently and are not yet making a profit (small loss, hoping to turn profit in 2016/17).

TL;DR
I apologise if the above is not as structured a thought process as it should be. For those TLDR:

• At consulting firm (not MBB) in Strategy division
• Ultimately want to join big consumer tech company or VC
• Had offer from startup, want thoughts and comments on whether to take job and whether it would achieve career goals

Thanks all in advance (assuming I get any replies!)