Hey, welcome!
I'm not quite there yet, but thinking along similar lines myself...
I've already started a Master of Arts degree in Music (essentially in musical research) to broaden my horizons a bit away from "just" performance. This is done via the Open University in the UK and takes the form of distance learning via the Internet. It's early days for me on it though, so I can't comment fully on it yet...

I have been looking - as is my wont - at the part-time joint MMus in performance which is given by the Royal Holloway College and The Royal College of Music in London. Not sure how this would pan out, but I like the look of the structure of the course.
Either of these postgraduate degrees could lead onto doctoral research, but that thought is a long way off for me..
I think though, essentially, once you have reached FRSM/Fxxx level, you are at a stage where further diploma study is not meaningful to grow as a performer. Perhaps it's time to pursue a concert career? To take part in high quality competitions?