Do you know which methodology interests you the most?
I think the combination of your CFE, audit interest, and weaker math background make me think that you are going for behavioral research. Check out this page if you haven't yet: Phdwiki
It sounds like you are willing to put in serious work to improve your profile, so you have a few options. A MAcc isn't a bad choice. You will get exposed to research faculty, etc., but the coursework itself won't be too useful, because it is mainly designed for CPA prep. If you go the MAcc route, I would recommend looking for a program with some flexibility. You may be able to take econ, stats, data analytics, etc. for credit. I would also look for a program at a school with a PhD program. I have known a lot of people that take a PhD course or two during their masters and it is a huge benefit. The most obvious (and biggest) benefit of a MAcc is potential good letters from research professors.
If you are definitely interested in archival work, I would consider a master's in economics. You will need a few extra courses before being eligible, but an econ master's would be really useful.