I got a PhD in math and was on this path myself, so I understand. The number one thing you have to realize is that math for the sake of its beauty is hard to pursue even in research academia sometimes. Therefore, keep that part separated in your mind.
The next thing you should do is re-evaluate exactly what you want to do in life, regardless of whether it involved math or not. In other words, keep a blank slate. You basically have to do this because as I said, outside of academia you will never find something that will suit your ideals and in fact it's often hard inside academia. (For example, I love the beauty of math but find the mainstream of endless specialization in huge overarching fields not my thing.)
Once you decide what will really make you happy, just go for it even if it's not math-related. Why? Because you will be much happier doing math on the side than you EVER will be doing a math-related job that doesn't appeal to your ideals. Personally, it only took me a couple years of doing math that didn't appeal to me to make me lose a lot of my passion for it.
My only other advice is get a high-paying job like software development or something applied for 4-5 years. Be frugal and save up a ton of money and then just use it to pursue your passions. Make a plan to exit the traditional system and just do it and don't look back. Math does not define you as a person and I am sure that once you find your center, you will understand what you need to do.