OP- you sound like a nice kid.
I think you’re going to blow your chances at being happy at Michigan AND transferring if you spend Freshman year retaking SAT’s, pining away for a different college, writing essays, etc.
Why not focus on the here and now, and put a red circle on the calendar for a date out in the future where you do some thinking about transferring?
And going to Harvard as an undergrad because you want to collaborate with the B school is probably the single worst reason for going to Harvard that I have ever heard (and I thought I’d hear them all). There is zero chance that you will work on entrepreneurial activities with B school students or faculty. Zero.
Focus on your classes and doing well at Michigan. Kick the can on transferring down the road for now. You can apply to Sloan and HBS for grad school…