dreamaker:
Congrats on your acceptances!
If you are going to try for HBS and Wharton in R2 then you need to put a deposit down for at least LBS or INSEAD (or Kellogg if you are to be accepted.) I would only pick one of those to maximize your optionality but limit your lost deposit. Between LBS and INSEAD, that's a personal call based on criteria beyond what you have described - both, in the end, are excellent.
I think you need to decide if you want to be in the US or EU/MENA/Asia. There are too many what-if's and pathways based on so many different types of scenarios. Plus, you add cost and it's a bit overwhelming! That all being said, you will have a much easier time recruiting to US offices and international offices for MBB if you are located in the US than the reverse. That alone might be worth considering.
So, because you are in this "I want to try or I'll regret it" mindset, you should continue on in the process as described above. Talk to professors, current students, alumni, etc. and attend any info sessions, virtual classes, etc. to gather as much information before making a decision. You have ample time before having to enroll. Go learn more and come back here so we can advise after you have had a chance to get the full picture.
Congrats again and good luck,
Admissionado