Reading this I really sympathise with you. I was actually in a Masters program for Mathematics, and I am *so* glad that I went against the advice of my professors and parents and anyone else other than the 2 friends my age I have, and I dropped out of the program. As it happens, the program itself was in a very fluid state and I wasn't getting good research opportunities or even the choice of what to do my thesis on.
Anyways, to make a long story short I decided to get into a community college Network Security program, which might seem like going back down a couple of levels, and it is I guess, but since there are actual tangible certificates you can aim for, it seems more realistic as well to actually land a job afterwards.
I honestly couldn't figure out what job I could do with a Masters in Maths other than maybe Actuarial, and I didn't want to do that (and it doesn't require the Masters Degree anyways)… no one could tell me! So anyways TL;DR certifications and trade schools are actually often better if you want to actually get a job.
As a bonus the teachers and students I have met are mostly nice people as well.