Preferred location will be Germany
Why are you not going to a German school?
WHU, Mannheim, HSG, HLL all have great placements for MBB. I'd imagine it has to do with the strength of the German economy or the business culture encouraging consulting.
I can't remember the dates I set, but here's the data I got for % of students who attend MBB from said schools from a certain time period. Might've been graduates from 2003-2013.
WHU (3.8% MBB*) HHL (2.9% MBB*), HSG (1.8% MBB), EBS (1.7% ) HEC (1.6% MBB, ), SSE (1.5% MBB, ), MBS (1.1% MBB),LSE (.8% MBB, ), WU (.6% MBB), NHH (.5% MBB), RSM (.5% MBB ), and CBS (.4% MBB)
* = relatively low sample size
I used linkedin edu to pull this information.
Obviously this doesn't paint a full picture: low sample sizes in some cases, exchange students probably get counted as attending the university, preferences might differ from schools e.g. NHH students would rather work in oil, lse in finance; mannheim/lse offer a lot more than just business and there's no way for me to segment the business students, etc. etc.
Regardless, it shows German schools are definitely a great place to head if your goal is MBB in Germany.
Anyways, you seem to already have a set of choices. I vote in favor of HEC. The LBS management program is relatively recent, has unimpressive placement to its peers, and you hinted at interest in finance which a MSC in Finance would better serve. LSE is fine but I've never been impressed by its placement statistics, it seems unnecessarily expensive, and HEC/LSE probably share similar reputations in continental Europe. Neither will do you wrong, really, but both programs are stronger than LBS's management for sure in placements.
If you have aims outside of Europe the LSE name will probably carry you better, but it's all moot if you land an MBB job anyways. Not many people are going to care if you went to Podunk University if you've got McKinsey on your resume.