Diploma

You are eligible to seek admission in lateral entry B.Tech aeronautical engineering after Diploma in mechanical engineering from a Polytechnic.

Ethical hacking is basically about learning how to find security vulnerabilities in IT systems.
Associate Diploma in cyber security is a good programme. The training is possible in a regular classroom or in online mode. The career options in the field of cyber security are growing a lot these days.

Hi Abhishek,
Of course, you can go to USA but the 2-years of your education will go vain. In some cases you will need to be answerable to head of intituition in USA if you have joined there. So,its better to work hard for 2-years and then go with your choice. You have opted the evergreen branch EEE,

If you are going for a Diploma then the duration will be from 6-months to 1-year.

If you have completed BA, then a Diploma might serve you better. It is completely up to you, though.