Not going to get into the first part of your post, as a lot of that has been addressed through this thread and others. Though my take about the examples of the big names you share as Mandzukic, Khedira and Dybala is as below:
Mandzukic was making a move up from Atletico Madrid, and was not enjoying an ideal situation there. Had he had a better season and was getting along with Simeone, the situation could be different. As a player and value for money deal, I think we did well on this one and he is definitely a continental name.
Khedira as Matthaus also correctly said, only came to Serie A because Madrid didn't want him anymore, the player himself mentioned how he was ill treated in the latter half of the season and wasn't given the chance to play despite being fit. Youd think a big name in its true sense would have clubs bigger than Schalke having approached him to close a deal. That too, when he was available on a free. Khedira is a high profile player mainly because of the teams he plays for, but he is far from being a world class player. This was an opportunity signing rather than a statement of intent.
I don't think you can call Dybala a top player yet. He is a good prospect and we ended up overpaying a bit, but I don't blame the club for that. The situation was a fine line and we did pretty decently in the circumstances. Although, again, the player was coming from within the league and moving to the biggest team in the same league. If Dybala was playing at Wolfsburg, and it was the EPL vs Serie A, good luck with him signing for Juve ahead of Bayern or United. That's where you could say our attraction is truly continental. He's kind of said it himself, that he needs to grow as a player and Juve will give him that.
Not being ungrateful here for the work done by the management, but we need a marquee player to help bring out the best in the likes of Dybala and Mandzukic. You'd think a signing like Goetze would kind of speak for our international profile as well as make a statement of intent after the sale of Vidal.