I got into LSE BSc Econ and Data Science, Imperial MEng Computing (AI & ML) both of which are full-pay as well as a full-ride to Wesleyan University in Connecticut. Both of these are not in my country of residence (Hong Kong / China) so these are international options for university.

I find it likely that I will wish to return to Hong Kong after graduation, and I want to strike a good balance between stability (i.e. guarantee of a good salary after graduation to build a financial safety net or “pillow”) and something which sets me up well to start my own business. What do you (more experienced professionals) think? Any advice / further questions are appreciated.

If your ultimate goal is to start a business, why not start now already as a side project? It can only help you, even if later you don't want to start your own business anymore you can put your projects on your CV. Also to mention: some people only use their first job to get funding for their side project