Still gathering requirements...
Firstly, is this role for a public or a private sector client?
If the role is inside IR35 then there would be very little difference, if any between your "take-home" pay under the Umbrella versus a personal service company.
If the role is outside IR35 then it would be wisest to operate through a limited company and structure your remuneration.
Operating a limited company will bring additional costs, such as accountancy and potentially fees related to the closure but this would come with the added benefit of professional advice and steering.
If you are planning on leaving the UK, will this be for good, or short term with a plan to return? The answer to this would impact on whether you were able to claim entrepreneur's relief when closing the company.