So basically, I want to be a soldier and a consular, but I don't want to only have one or the other. Is it possible for me to have 2 different characters on 2 different saves on the same console? This is the pc version.

Yes, but you can't play the two characters at the same time, if you're talking about custom characters. You'd have to start a new game and save it in a different slot. Otherwise you can play your custom character as, say, the consular and another character (like Atton) as a soldier.