Happy to share my personal experience :)
While looking to leave BCG, I pretty much got any interview I wanted. I interviewed at DoorDash, Deliveroo, Quantium, and was scoping out other opportunities.
Quantium was my #1 target which I selected. It was essentially data consulting/analytics (intersect of strategy consulting and data analytics)
Charting my own path
After leaving Quantium, I've been able to do pretty much what I want. I coach on a number of platforms, teach for various academies/schools, and am working on a startup.
I also take on contracting work when I like the project (part-time, short term)
I get a number of messages (probably 1 a week?) with work opportunities. Various recruiters saying they need ex-strategy consultants. About half specify the need for MBB-only.
Most of these roles are supporting CEOs and other senior level executives in strategic planning. Some are for boutique consultancies.
As you can see, there are lots of opportunities :)