I have personally made the step from Analyst II to Consultancy.
My reasoning was exactly the same to taste a bit more strategic and operational work rather than purely financed on modelling/valuation. Ultimately, it was a really great decision as I now work as Head of Strategy and Operations for a scale-up.
You have actually a great shot! Especially from Consultancy firms that do a lot of Corporate Finance work such as Bain & Company.
I was during my period interviewed by all Consultancy firms (McKinsey, Bain, BCG, Strategy&, Oliver Wyman etc.)
You don't necessarily have to lose your tenure. In my case I actually joined with my full Tenure (as an experienced Senior Consultant i.e. higher rank than Analyst 2). As they really appreciated the experience I brought with me from Banking. So it will ultimately all depend on the firm that you are applying to and the conversations that you have.
My suggestion would be to apply widely to all large Consultancy firms, if you have enough offers and leverage you will be able to negotiate a good starting position. I wouldn't waste 2 years of extremely hardwork in banking. You work so many hours, I am sure you will find a firm that will value the experience you have gotten during that period.