You generally can't transfer from one airline program to another (with a very few exceptions), so something like Avios->AA transfer is not possible.

You can transfer via Marriott but at a large loss of value as you've noted (and transfers from Marriott to airlines also take a while, sometimes weeks).

I can't think of any way to get an Etihad award with UR points, so your best option may be to consider whether you can fly the route you want to fly (possibly by adding a connection) using a different airline.