Firstly, finish your degree. For most employers, just checking off the degree is more important than exactly what it is. This is especially true for software engineering. You will have many, many coworkers who have degrees in physics or bioinformatics or mathematics and work as SWEs. Most of their stories will be exactly the same as yours, although "...but there weren't any good paying jobs so..." will be in the runn…
You think degree is important? I am trying to finish my PhD. But I don't want to stay in academia after I finish. Would my degree be helpful in getting any SWE jobs?
But I see anything above Bachelors as a personal preference (with a few exceptions). If you want to finish PhD, then go for it.