Where and what next?

Hi. I'm sort of in a career limbo, and unsure where to go next.

A brief overview of my profile:

• Education: MFin from top 5 school in Europe
• Work Exp: PE summer internship, 2.5 years biotech corp dev (startup); 3 years education corp dev (top 3 company in industry)
• Languages: English + Arabic
• Extra curric: 1.5 yrs volunteering gap year; charity board positions; lots of sports (at a low level)

My manager has said that I can probably be promoted to Head of Strategy for an entire division (company has over 10k staff) in 2 yrs if there is a vacancy, and I've certainly got a good amount of responsibilities and enjoy the work. My long term ambition though is to launch a search fund, but in the UK it is incredibly tough (I tried and failed to get traction with investors against a pool of more experienced/more pedigreed searchers). 

I don't exactly have a pedigree background of Bulge Bracket IB/MBB (although my colleagues do), so its a bit harder for me to pivot so to speak. I've had a couple of headhunters contact me but never been that interested in the roles they had on offer. 

Some of the options I've considered:

• Content at a media company or media investment (got a good understanding of IP etc., been approached by a HH)
• SME investing - long shot, but its something I'd love to break into. I've worked on a number of large operations driven projects and on implementing strategy, also fits with what I want to do. Not that many opportunities floating around though.
• MBA (recently took the GMAT and got 750) but heard the returns are bad if you're in Europe. I don't think living in the US long term is an option (my partner works here, 2yrs to go study is already a big ask), but could live in the GCC (have done before). Would only consider M7 or INSEAD or LBS (why bother otherwise)?
• Pivot to MBB or IB or PE somehow?

Anyway thanks for reading - would greatly appreciate your thoughts and ideas.