>>
I didn’t sign a contract with the consulting firm so there is no legal
reason that I couldn’t work directly with the client
<<

This is not entirely correct. Just because a written agreement does not exist between you and the consulting firm, that does not mean they would not have a cause of action. There may be an agreement between the client you are working for and the consulting shop; barring the client from hiring away consultants. If your shop does not have such an agreement, I would submit that somebody on that end has not done their homework.

Personally, I would have issues with cutting out the firm that led to me getting the work. The goal of the client is to not pay the middle man - period.

My advice, be up front with your shop. They will probably appreciate the honesty. They may want a few bucks as compensation. Who is to say they don't deserve it.

Obviously, I don't know the specifics of your situation. But make no mistake, just because a written document does not exist, that is not necessarily a bar to your shop obtaining relief. Whether they would come after you or the client is another issue. If you keep it from your shop, IMO, that is good evidence of fraud.

Think very carefully about the decision you make...