Dropping out of Grad School?

I am currently enrolled in a Masters Program for Applied Statistics. I completed my first semester with two As and one B. Although I enjoy learning, I have not felt that I enjoy this program. I have applied to many jobs/internships and just get rejected. Also, in my masters program, I feel that I am not learning enough things to be able to stand out on a job application. For example, many data jobs require knowledge of SQL. I have not found a stats course in my program that teaches this. I am paying out of pocket for this program, but I was employed as a TA. So it felt like it was free. If anything I made more money from being a TA than the cost of the program. I am also currently enrolled for the next semester and will also be employed as a TA. I am just not sure if I want to continue this program as I feel that I am not progressing enough or learning enough things. The commute is also pretty far as it is about an hour to two hours one way depending on traffic, but I would only be going three times out of the week. If I were to take a leave of absence or drop out, I fear that I would not be able to find a good job with just my bachelors. If I continue to attend grad school, I fear that I would not enjoy it as well. I am stuck on what to do. Any advice or guidance would be greatly appreciated. Thank you.