What are the pros and cons of leaving the Reserves to reclassify as an AD Combat Engineer?

Pretty spot-on response from LT Montgomery. The only thing I'd add as a current recruiter is that the choice of MOS is something that won't be revealed until you return to MEPS for processing. At this time, you'll go over contract options (i.e., duty assignment & reclassification options). Lastly, the first O-6 (or BDE CDR) in your CoC is the Conditional Release approving authority. Prior to exploring any active duty options, it'd be best to see a local AD recruiter to obtain a release form and submit it for approval, as without this, there are no options.

You've got a lot around here, so let's get a few things laid out.
There is no other way to Active Duty than going to see a Recruiter. You will have to be conditionally released from the Reserves-- assuming you meet the MOS and TIS/TIG requirements to go Active, which you may not. These change, so the only way to be current is to ask whenever you do get around to a Recruiter.

You will not get to choose your MOS until you get to MEPS, in which case it will be needs of the Army. Good luck.

You know by now the pros of being active duty Army in terms of cash and benefits. Deployments and Drill Sergeant-ing are, in my opinion, easier in the Reserves-- you just have to request it, change units, etc (provided the admin staff does their work in a timely manner, which...is not always guaranteed.) You're much more at the mercy of the Army when you're Active Duty.

The pros and cons of leaving the Reserves to reclassify as an AD combat engineer is a classic "METT-TC answer". In other words, it depends. What are your personal goals? What are your professional goals? How would remaining in the Reserves help you to accomplish your goals? How would reclassifying as an AD combat engineer help you to accomplish your goals? Only you can answer these questions and therefore only you can determine the pros and cons of either course of action.