Looking at US schools? Consider an honors college at a public university!
If you have been investigating highly selective private colleges in the US, you might want to expand your research to include flagship honors programs at public universities. These offer many of the same advantages as private colleges: small classes, mentoring by renowned faculty, and an exceptionally talented peer group. In some cases, there are merit scholarships available, even for international students.
More information can be found at https://publicuniversityhonors.com/.