I am 39 and I have a good position in a European university, on my way to tenure (in the Economics Department). I am miserable in Academia, and I have been saying for many years that I want to do something else. I hate teaching, and I feel my research is totally useless. Still, I manage to publish quite well. I avoid conferences by all means, and I minimize the time I spend at university. The only positive side is the extreme freedom I have, which I have been taking advantage of by travelling a lot, for instance.
I am desperate to leave, but I am terrified. I have no idea what else to do, I feel I don't have much to propose to this world. And I am scared to lose my freedom. And what if I hate my new job, while having lost the freedom? I have been sending out my CV to private companies, and I am learning data science online, but I have no answers so far. I am really not a junior profile, but I am definitely not a senior profile as I have no experience.
I am completely depressed, feeling like I should have made the move earlier, that it is too late, and that I will never find something else. Hence I will be doomed to stay in academia forever.
Is it common for one to leave academia around during their late 40s? What factors should I consider when deciding whether to leave considering the conditions I described above? Please answer based on the fact that I need to hear happy stories, since I am currently struggling.