2 years out of undergrad working a low prestige job. Two brushes with dream companies haven’t worked. How do I break through?

I graduated from a top 50 school approximately two years ago with a ~3.3 GPA. I didn’t have the GPA to go where I wanted (a reputable consulting firm), so I went to work at a lesser known startup in the fashion industry as an analyst.

I’m good at my job and I’m a big fish in a little pond. I’ve taught myself a number of hard skills on the job not only to do my own job but that of other departments. I know this is a cliche but I am quite literally a top performer and I’m often brought into executive level meetings because I have analytical skills that aren’t common in my organization.

I want to work in a high performing environment because it makes me perform better and also because I want to get an MBA in two years. I also want to get better. Everyone at my company is impressed by anything I do; I don’t want to plateau. I started applying to better known companies to help with that. I received a number of offers from well known companies but turned down all of them for two that I deemed perfect.

McKinsey - I have no idea how I got through but I think the recruiter just made an oversight. I passed the SHL assessment. I passed the case screen. I then did very well on my first two first round interviews but failed the third. The third was specific to the industry which I know nothing about, and which the recruiter knew. This wasn’t a case, but a series of industry questions which I flailed on. The recruiter actually didn’t ding me but said that because I performed so well on the general interviews she would “shop my resume around” and I wouldn’t be prohibited from reapplying you’re McKinsey as most dinged candidates are. I am not optimistic that I will be picked up as I work for an unknown company in a less prestigious industry. I’m skeptical that my resume will stand out.

Capital One - I recently completed my power day. It consisted of the normal three interviews plus a less common post-lunch interview which I understand is for candidates that they’re on the fence about. I thought I did okay, but made small mistakes (eg adding instead of subtracting) most likely due to not sleeping the night before. My overall performance was strong, but I had a few instances of inattention to detail. I haven’t heard anything back in five days so I’m assuming I’ve been waitlisted and will likely be declined.

I turned down 5 good offers due to the time it took to complete these, all of them amounting to a 40-50% raise. It may sound stupid but I’d probably do it again. I had a great experience and now have some confidence that I’m able to perform in case interviews. I can do the quick math and brain teasers that I see posted on WSO. And I want to find more opportunities like the aforementioned where I can be evaluated on my performance and skills rather than the industry I’m in or the company I work for.

I’d be grateful for any advice around a strategy, or general recommendations for companies that do these sorts of Capital One-type trial interview processes. I’m interested in management consulting (and internal consulting) and financial services. If opportunities like this don’t exist, is networking my only option to be considered for similarly high caliber companies?