It's hard to know what to choose. A lot of students wrestle with the "physics vs engineering" question.
Usually the biggest concern boils down to an interest in wanting to do the fundamental science vs the stability of a professional career, although if you read the threads on such topics over the years often the advice is that the fields don't necessarily simply into that kind of dichotomy.
From a pragmatic point of view, if you pursue physics, the probability that you'll end up making a career out of studying general relativity (i.e. becoming a professor in the field) is quite small. In fact all academic paths are extremely competitive. If you work hard enough you can probably earn a PhD in what you're interested in, but there are roughly an order of magnitude more PhDs than there are professor jobs. So you'll likely have to figure out how to build a career in the commercial world with the skills you've gained. Lots of people do this successfully, but it's important to remember that a lot more people are willing to pay you to do things like financial modelling, computer programming, develop medical devices, optical communication networks, etc. than to figure out what happens inside a black hole or develop a new kind of spacecraft propulsion.