If MBB consulting is your goal, then no better place to be than Wharton. The legacy advantage only helps during ED. So I would suggest ED1 Wharton and then if you get deferred to apply ED2 to WashU. The legacy advantage during the ED2 round at WashU will also help. Vandy is a great school as well, so you should apply there during the RD round.
But just know that from any of the schools, you’ll still have to hustle. Its not easy to land an MBB position out of college, but if you network work hard from the beginning, its possible.