If you've attended 6 interviews/assessments then your CV must be attracting people. Therefore, it might be a good idea to try and brush up on your interview skills before rushing in to a Masters. Unless you are totally convinced that another Masters will massively improve your job prospects, it might just end up being a complete waste of time and money.
Have you only applied for the one PhD so far? If a PhD is what you want to do, then I would apply for a few more. You don't have to have a Masters to do a PhD, especially as you have a first at undergrad.