Biggest leverage for Consulting?...your thoughts?

I am working FT in consulting and found that government experience (similar to your internship at the embassy) was a positive. A lot of posts on WSO recommend having F500 internships on your resume for FT recruiting, but at my undergrad, that was not necessarily true. We had people with a variety of backgrounds (banking, tech, F500, boutique consulting, government, non-profit, etc) who all did fine in FT recruiting at top firms. In fact, the running joke on campus was that both law school and consulting allowed you to do "anything you want." Unlike banking, consulting doesn't require a specific set of experiences before you get an offer, so you have flexibility to pursue different experiences.

That said, I'm based in the U.S. A lot depends on your country and your undergrad; see what firms tend to prefer in your area and go with whichever option seems best. But I do think all of your options are promising (and more importantly, interesting!), so I might just choose the option that you're most interested in.