Hi,
Being an expat would not be a deterrent given the bulk of the workforce in Dubai is not local anyway.
The key consideration is whether your profile is competitive enough. Without looking at your CV further its hard to give a realistic POV, but generally firms look for a track record of excellence/achievement and also markers that signal you have what it takes i.e. top university, big brand employer, fast promotions etc.
In addition - you do want to also network as this will be critical in getting a referral.
Given you will apply as an Experienced Hire, i believe the following articles will be helpful for you:
5 Reasons Why Experienced Hires Fail the Interview
Using AI for Case Preparation
Succeeding in Consulting as an Experienced Hire
All the best!