I love mathematics, too, but I don’t expect to get paid unless I do mathematics that makes money for my employer.

If you love mathematics purely for its beauty, and you don’t care whether it provides any value to society (or your employer), then perhaps you should think of yourself as an artist, like a painter, sculptor, or musician. 

To make a living as an artist, you need an audience, and the audience for modern pure mathematics is extremely small. As a musician, you can go play on street corners, and maybe make enough money to live, but it’s a hard life. It’s tougher for painters, and essentially impossible for mathematicians.

Another alternative is to look for a job as an academic mathematician. As you said, this will probably involve hunting around the world for a while, and you might have to go live somewhere that’s not as pleasant as Switzerland. You said you don’t want to do this. Fair enough. Your choice.

A third alternative is to take a job that provides you with enough cash to live, and yet still allows you enough free time to pursue your art. Then you don’t need to worry about finding an audience, and you can just do things that you personally find beautiful, regardless of what anyone else thinks of them — you’re free. You said you couldn’t be a firefighter, but there are other jobs that consist mostly of sitting and waiting. Many of these jobs don’t pay very well, but I’m guessing that this might not bother you.

If none of the above sounds appealing, then maybe it’s time to re-evaluate. Do you have to do mathematics research? Could you live without it? Is it as important to you as your friends, family, mental and physical health? Could you find the same beauty in some other discipline? 

The way out for me (and many others) was through software development. Learning programming is easy enough, it’s a highly marketable skill. You won’t use much of the mathematics you learned, but good programs have much of the same elegance and beauty as mathematical theorems (in my opinion). Something to consider.