Hello dear student !
If you want to do job in abroad then you can go for doing mds in abroad as it will give you better chances . That too depends on country to country . So I would suggest you to do MDS from India only as it is cheaper comparatively and more convenient. But if you want to shift to abroad then you can go for doing MDS from abroad only as doing MDS from India and then doing job in foreign country will leads to many difficulties and there are separate exams for all this.
Hope this will help you!
All the best
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