As a data scientist, I would advise against moving from software engineering to ML. There is an enormous glut of junior DS/ML people. The boot camps and masters programs capitalized on the hype, and now there are way more than the market can absorb. Anecdotally, my recruiter spam has gone way down over the past couple years.
The only worthwhile related masters degree, IMO, would be in large AI from a top-tier university.