Transition from academia (M.Sc.), seeking personalized advice

Not sure where to ask, but this seems like it's probably the best place to start. Should be a fair number of people in a similar boat so hopefully others can take something from this as well.

I burned out early in a Ph.D program (UofT mathematics), leaving with an M.Sc. in February. I did some original research (gave a partial solution to an open problem) and got some invaluable experience as a TA, but nothing particularly relevant to industry.

Since then I worked full time on narrowing down career interests and then developing relevant skills. I gravitated towards big data (learning statistical modelling and visualization with R, machine learning and distributed computing with spark, some AI, and more general data analytics), and did a bit of game design with C# and unity. I'm comfortable with Python, adept with R and... I like C# but probably need some more time with it before I get ahead of myself.

Recently, however, I realized data science isn't a particularly entry-level-friendly field, and most of the good jobs are in specific parts of the U.S. which I'm not terribly keen on at the moment.

The other obvious option is to go the software engineering route, though my experience with serious programming has been limited thus far, and I'm a bit out of my depth here as to the viability of this option in the near future.

As such I'm looking for advice and suggestions. In the September is UofT's biggest career fair of the year so I need to spend August doing something useful but not sure what to focus my energy on. Do I need to learn C/C++ if I want to do software? Other technologies like HTML 5? Should I do some projects in a language I know so I have some substantial code to show off?

Just how viable is the data science route? Can I realistically hope to find work doing something interesting? I don't need a big paycheck but I will get bored/disengaged if I don't have some interesting problems to work on.

Beyond that I'll also take any other advice or suggestions people have. If I don't have any good prospects after the big university career fair then I'm thinking seriously about spending a year in Japan teaching English. Not for career reasons and obviously not for the money, but to experience a very different life for long enough to hopefully gain some clarity before returning to this one (and while making enough to pay the bills, which won't wait for much longer).

Edit: Oh and if there's a viable way to work part time making enough to pay bills while leaving enough time to develop skills and my portfolio, that'd be great too.

My apologies for the long read.