From my perspective, when asking these types of questions, the interviewer is assessing your self-awareness and desire to learn more than the actual weaknesses themselves. Being a consultant means constant feedback - and taking feedback on board is essential for progressing at the expected pace of a consultant. These questions are very much about attitude; everyone has weaknesses, but do you have the mindset to take feedback on board and improve on them?
It is important that your answer is specific to you; you need to spend some time looking honestly at your own skills and experience, assessing for gaps and areas for improvement. In the eyes of the interviewer, if you are unable to recognise your own weaknesses, you may not respond well to feedback.
Additionally, rather than viewing this question as a “negative” area, you can then reframe it to talk about everything you want to learn while working for them. By displaying this passion for learning and self-development, you will come across as someone who will thrive in the consulting environment, not losing your energy or confidence from feedback, challenges or mistakes.
Depending on the seniority of your starting level (grad or post-grad), there are certainly attributes that are expected from a consultant which are fairly easy to research online (feel free to message for more detail). While you want to be honest in your answers, possible “red flags” would be weaknesses that directly conflict with these attributes, and are not easy to overcome (e.g. a bad attitude or an unwillingness to learn!).