Let go, and can't close on my interviews. Considering doing an MBA to reset. What should I do?

Long story short, I went to a target college, and started my career in investment banking. I started at a regional boutique as I recruited in IB very late but eventually leveraged that role to a stronger platform.  I had a great role, but was eventually let go/laid off. During the time I was let go I was going through personal matters that had impacted my job performance. As time goes on, I believe I wouldn’t have been fired had I not been going through these personal and family challenges that made concentrating at work in a demanding job very difficult.  My team was also struggling due to market conditions so I wasn't able to get any deals closed.  When I was let go, my support from certain seniors was mixed. My VP assured me that he would provide a strong reference. HR has even offered to extend my dates with my severance payout say that I worked there for a year.  Despite being let go, I was determined to get back into the industry. I prepared a compelling story, and networked to get into processes. I had no shortage of processes since the being fired, I had around 6 processes and some of these interviews were at banks I never had the opportunity to interview a year before. I felt like things were improving in a way. Despite the firing I was able to interview at stronger platforms, create a better network and compete for better jobs. Unfortunately, I still haven't closed. Job market is tight with slimer posting, and amass supply of candidates, but I also can say that I did not perform very well in those processes.  I'm now 26 and feel a little impatient and stressed about what to do next. My resume is okay, but I feel like anymore jobs will make me look like a flight risk and may complicate my story. I have started writing the GMAT to have the MBA as a back up plan to re-recruit. The thing with me is this: getting interviews haven't been a problem since the layoff despite a difficult job market. Interviewers have been quite empathetic thankfully about the firing. Closing has been very hard. I don't know how much an MBA would help me if I can get invited to interviews if I am not closing - that seems to be more of a performance issue vs an opportunity issue however as time goes on, and the further you stay out of the industry those opportunities will start to dwindle.  My question for those with a bit more experience than me, what would be a smarter way to go about things? I currently took another job in Corp Dev and M&A at a start-up to eliminate the gap (and maybe alter my story to where I wasn't fired and I left on my own accord to work in a start-up) What should I do?