The job market is very very good at the moment in the US. Consulting hiring is strong, though the best positions remain as competitive as ever perhaps. People have higher expectations to get hired, paid, and promoted faster so more are emboldened to apply for the positions. MBB hires at Yale and having your consulting background will help with getting a foot in the door for internships and jobs. The feedback I am getting is that MBB internships seem a lot harder to come by than actual jobs. H1B and being international is a different thing - not all companies hire H1B applicants and sometimes, it makes some of the on-campus recruiting much slimmer but also more focused. Also H1B being a lottery, it is a lottery, and you are letting a coin decide your fate. I doubt you will have issues finding a job with a Yale MBA but it may be a rude awakening to have to leave on a month's notice when your H1B is denied. It's not something one should dread over if you are heading to the US and that's the place you want to be (no way around it), but if you are not set on the US and 2-year MBA, it helps to have less uncertainty.
One thing to say about Yale and New Haven - i almost cried when I stepped on the Yale campus - it is gorgeous and amazingly tranquil - it is an Ivy League school with a 400 years of history and the whole Lux and Veritas rivalry with Harvard is quite inspiring and entertaining at the same time. Yale is the definition of classic education (at least for undergrad) and the resources the school has are amazing. However, New Haven, is a different story and it is not an especially pleasant town or a place that many people want to hang out at, surprisingly. Flying in and out is a pain and many students take trains and car trips to New York for recruiting treks. (I have not set foo on INSEAD's campus in France or Asia, however, so I can't comment per se).
While it pains me to point someone away from Yale and its history and all of that, I think the benefits/value of Yale is more of intangible (like solar panels that are cool, modern, but not necessarily profitable to install in some places) and are hard to quantify. INSEAD has the numbers on its side, and as a human, I tend to latch on to those. I feel especially the consulting side of recruiting is what i see INSEAD's contribution in.
Again, congratulations!
Best Regards
BB