Anyway, I you goal is to program for your job you might want to look into business intelligence, data analytics for business, etc. It's basically a soft transition from your current professional background and would likely allow you to make money while learning more about coding and data analysis. Then I would try to get training from the company to get better in data analytics, data engineering, DevOps, software engineering, ...
I think this a challenging but realistic way where you can leverage your expertise, learn new stuff and still make money without taking a crazy pay cut.
Slightly related..in Germany there are so called "Duales Studium" which is basically studying during the semester and working for the sponsoring company during the breaks. You get paid but will be expected to work for the sponsoring company for a couple of years. Pretty sure you would need to know German tho.
Your plan (CS local for CoL, Masters elsewhere) seems very sound. I don't know any companies subsidizing something like this unfortunately. However, when it comes Masters time, depending on where you go in the world there will likely be financial aid options of various types and quantities.
US tech companies don't do work-study scholarships that I've heard of; a few startups and some mid-size and larger ones might take on a paid intern, but that's typically for a limited engagement and not guaranteed to result in a job with them after you graduate (though it helps plenty, especially if you're good).
If you already have a master's degree and work history, even if it's not a prestigious institution, the more important thing is demonstrating some skills and an ability to learn new ones quickly.
In the US tuition has gotten ridiculously expensive, so I would hesitate to recommend it if you're in the US, but I'm guessing it's much more affordable where you're at, so yeah, go for it.
If it weren't so expensive to go back, I might consider going back again, honestly. I've been tempted to take a night class or two at a community college for the sake of being in that environment somewhat again, and pick up a few more skills.
Online doesn't seem to work for me, I buy access to the class but don't follow through.
Would a Scandinavian country work? The courses would be in English anyway. Everyone speaks English (I assume in other Scandinavian countries than the one that I live in - DK)
And also why math and not CS?
Are you interested in software development or just hacking stuff together?
If you were in the US, I would tell you it is never too late.
But second (and third and fourth and..) chance education is mostly limited to the US educational system. Attitudes, customs, and policies tend to be less open in other countries.
Good luck.