First of all, you have my condolences! I know what it feels like. Last year I was layed off twice from underpaid and underappreciated software development jobs and funny enough, I had at least once thought about pivoting to making adult games myself, just because it seems like there is more appreciation for them, but I could be wrong.
Since I'm not working in the industry, I don't really have any experience and likely can't help you.
What worries me the most is the whole self-employment part, it's quite the change.
Anyways since this is all I could do for you right now, I wish you lots of luck!