I have found that when I feel lost, it's usually an indicator that I'm missing one leg of a three-legged stool:
1) Mastery: I need some skill that I feel like I can work at and improve; ideally at a level just at the edge of my competence to continually stretch myself
2) Autonomy: I need to feel like I have the ability to direct my efforts to a certain degree. With your financial resources, I would think you have this one covered.
3) Purpose: The work needs to provide meaning and align with my personal values.
Note that these don't need to be defined by a vocation. I personally don't think there's anything wrong with using a vocation to fund whatever activity/activities meet the above. Ironically, that helps give even a dead-end job some purpose.