Retirement seems unfeasible, is my maths wrong?

I'm 35 years old and have no retirement savings outside of the state pension. For the past 15 years, every financial decision revolved around owning my own home, which I’ve achieved. But now I’m facing the cold, hard truth about what retirement might look like if I don’t act soon.

Here’s the math I’ve worked out:

• I live in the Balkans and earn €2000/month net, which lets me live a decently comfortable life.
• If I want to retire at 65 (in 2055), inflation in my country (historically 1–5% annually) will be a huge factor. At an average of 3% inflation, prices will be 4–5x higher by then.
• To maintain today’s lifestyle in 2055, I’d need €10,000/month.

Using the Rule of 25 (25x annual expenses for retirement), I’d need €3,000,000 to retire comfortably.

Now for the investment plan:

• I have 30 years (2025–2055) to invest.
• Assuming a 7% annual return (realistic for something like the MSCI World Index), I’d need to invest €31,759 per year to reach €3,000,000 by 2055.

That’s 130% of my current annual income—literally impossible!

I feel like I’ve hit a wall. I’m realizing how unprepared I am for the future, and honestly, it’s terrifying. Is my maths wrong, or is self funded retirement, simply not an option for me?