i was working with with one reputed mba institute in pune. Where the students of hr stream were made compulsory to do the m.l.l.l.w. Of pune university alongwith the regular pgdbm. As per university you can attempt one degree and diploma simultaneously.
Please see such type of course you can undergo. Which will have one more qualification in your crown.
First of all your thinking is very good. But as per my suggestion is now a days every one is trying to be multi talented skills and learning multiple courses. Already you have done MBA and working also. i think so no need to learn HR Skills. you will learn Technical skills like SAP Modules (related to MBA) and ABAP HR And Also you will study any Law courses.