It might be worthwhile to reach out to U1 even if you don't intend on leaving U2. As a PhD student I won a grant to visit another institution for a summer. A few years later I got a post-doc at the same institution, so perhaps that's a viable route for you as well.
In my situation, I visited someone who collaborated with my advisor frequently, and I had no aspirations to transfer (or to apply for a post-doc at that point). Still, I went on my own initiative and eventually collaborated with the professor I visited.
(Again, your ability to do this depends on the field; this was in mathematics, so I wasn't tied to a lab. You also need a decent reason to reach out, in my case, I wanted to learn topics related to my research area, but not commonly used at my university. Another common reason to visit another university is to use some equipment that you can't access at your university.)
Also, it's not uncommon to change universities after a few years to change research topics. If you're not tied to an advisor at U2, then leaving with a masters because you decided your interests are better represented at U1 is reasonable. I don't have any personal experience with this though.