How to jump to corporate development or macro investing after DCM/LevFin role?

A bit of background - I've been working at a top BB for a few months now in a team that does both DCM and LevFin (international office, leaner teams). I like the people I'm working with and I find some aspects of the work very rewarding, but I've got the feeling that banking isn't what I want to do long term. I went into a product group (and turned down coverage/sales and trading roles for this position) because I wanted the mix of the markets and a corporate story, but I don't feel I'm getting enough of either.

Ultimately, I could see myself going into corporate development or corporate finance (preferably in the resources or utilities sectors), or going into something even more market oriented such as working for a macro fund. I have no interest in PE, and I'm also not that keen on being a career coverage banker either.

I know DCM/LevFin isn't a direct pathway to either of these roles, which is why I'm seeking out suggestions about how to bridge the gap.

Basically, would I need to do an MBA or MSF to get into either of these pathways? Alternatively, would it be possible to try and lateral to a consulting firm or to a coverage group to get more on the business side? Are there any investing roles (even if they're not macro) that could use a DCM/LevFin skillset?

Thanks for the help!