Don't worry, with enough committment, patience, and hardwork you can absolutely transfer!
My #1 advice: Talk to HR before you do anything!
1 - This would very much be a last resort. This route seems crazy to me. A better option would be directly applying to another consulting firm (not doing an MBA)
2 - Honestly, now. No harm done. Can only help
3 - I can be a bit of your "sob story" to HR that may help to gain sympathies. Officially/on paper this won't wory, but in a personal level it would.
I've transfered a few times within companies and have the following advice:
1) Build a stellar reputation - do good work, work hard, and be known as "the guy" for xx
2) Build your network - network agressively (yes, networking doesn't end once you've gotten the job offer). Make sure you're known by and have allies in people who make decisions such as staffing managers, Partners (specifically those responsible for recruiting/resources and who are heads of industry/function verticals), etc.
2) b). When I say network "aggressively" please don't be needy/annoying :) There's nothing worse than someone who is obviously working the room or trying to please!
3) Look out for opportunities - look for office transfers, short-term projects, ambassadorships, etc.) You may want to "settle" for a 6-12 month rotation. Then, when that time is up, insist that you stay (this is how I got to stay in Australia with my IT Consulting company years back)
4) Practice patience and be flexible - This might take a year. And you need to be ready to go at the flip of a coin.
Bide your time, keep pushing, be smart, and you'll get there!