Leaving FAANG --> Other Options

I'm in a bit of a unique situation, thought I would post it up and get your 2 cents. I am based in London, UK.

I went to a target university for undergrad, where everyone was obsessed with banking/consulting, but I went into FAANG because I felt more passionate about tech at the time. I've swapped between a couple of FAANG companies and remained in tech for 5 years. I've been focused on Data Engineering/Analytics roles. I also picked up a Masters at another target university, originally just for fun and to become more technical, and because a Masters would open up more employment options to be honest.

Sounds perfect? Here are the issues I am facing.

US VISA > In my first tech company, I was informed US VISA's cannot be sponsored until you have a Masters/PHD or BSc + 5 years experience. I left after 3 years due to a lack of opportunities and career growth, to a larger FAANG company. I now have a BSc + 5 years experience, and almost a Masters, yet I'm not seeing much changing. Once I got inside I realised sponsorship will only really be for the SDE roles and/or senior roles (so a Data Scientist / Data Engineer / Product Manager / etc won't really be able to move at my level). Therefore I now feel like I made a mistake and probably should have gone into finance after graduation who actually do move people around (several of my class who went into banking moved to the US for example). It is a real shame because I see role over role in the US that I would fit well, but I am auto-dinged if I tick the 'need sponsorship' box (yes, I do still try).

UK pay > This sucks period. I've seen roles maxing out at around 100k. After tax/pension its 5.5k/month, so if you live off 2.5k/month and don't take a holiday, that is net 3k/month. So in a year, at best, I save ~35k. It will take me 12 years to buy a 1 bed flat for 400k in London assuming my lifestyle doesn't change (no kids etc). This doesn't seem sustainable. This is all non-finance pay. For finance, there are roles paying 120k + bonus (junior quants get this for example) but I neither have my Masters nor the level of programming/technical skill to get through the process (although I can get there with some work). After the Masters I should be fine. Count me jealous when grads on here are saying they are getting $150k comp packages haha.

Profile/Background > As I am not a fresh grad, nor am I a senior, I am almost stuck in the middle. Therefore roles are actually hard to come by in FAANG as most people stay here for years and progress through tenure. Outside of FAANG I've actually seen them advertise 1-2 years experience, so someone with 5 they will only really hire as a senior I believe.

Technical skills > As I have been self-learning technical skills on the job, they are strong in some areas, but need further work with the Python coding side of things because I'm not a full blown Software Engineer. This therefore makes interviewing now more difficult for me given the demands for technical roles has actually changed a lot in the past few years (even a Business Analyst for example now requires some Python skills).

Manager feedback > Almost all of my feedback's so far have been that I can 'do more' and should explore more challenging teams and/or industries (one of my managers was a former consultant, one was a former banker). It seems like I have a good skillset but could be misplaced in industry? I am not sure. It could be I suffer from the grass is greener.

Here are some solutions and options I have found:

Freelance + Masters (both part time) > Complete my MSc over the next 8-9 months, instead of over the next 2 years (as it is part time). In my spare time prepare for interviews e.g. LeetCode so I am able to pass interviews come interview time. This does mean leaving FAANG entirely though for now (tbh I am learning very little and swapping teams is not an option so I am happy to go). As I was bored at my FAANG company, and wanted to ramp up on the technical work, I started picking up freelancing jobs and they are happy to extend etc. As I would be on a different tax rate, the savings on ~100k income would be much better. I could also move out of London, and given my savings and income through the freelance work, I could pay off a flat in 2 years entirely, put it on rent, and come back to London if I wanted. If leaving the UK isn't going to work out, I need to make living here worthwhile.

Consultancy or other FAANG/tech company full time + Masters > There are 'less fancy brand' firms in consulting that go out to client, consult, build solutions (basically what I am doing in freelance just out there instead of in my house). There are also analytics manager etc roles in tech companies in the UK that I would fit, the pay isn't the best, but would get me more experience. Even with 100k though, I'm unsure how this changes my financial situation outlined above, and/or how this helps grow me into the next role? I have hedge funds etc interested in my profile currently, again the issue is I am not prepared for interviews, so jumping to a 'non branded' firm to buy time seems worse than the option above (where I have to actually go out and find my own work)?

Upskill in finance through CQF + Masters + Freelance > There is a certificate which may help me bridge the gap between finance and my background and then I can apply for quant / dev roles.

Curious for your thoughts on this situation!