This is just my opinion, and I admittedly am not the smartest person in the world, but I figured I'd throw in my two cents:
It kind of depends on how old you are, and if your ONLY goal is to move.
For the most part, second master's degrees aren't required for career advancement/transfers... but if your ONLY goal is to move, it seems like it could be pretty advantageous for you if you were to go to business school in one of the countries that you'd like to move to. You'd get to know the people/culture/language better, and you'd definitely make connections that could be really helpful in moving there permanently.
Regardless of that decision, these things are always recommended:
- Network/travel
- Gain leadership experience
- Work on a side business/side project/side hobbies
- Volunteer
- Learn/master several (more?) languages
Hope that helps a tiny bit.