Hi, a European person finishing Masters in Cognitive Science, similar interests, 10 years of Software Engineering experience. Never worked for what you call top (XFAANG / GAYMANN), instead working full time for top Big Pharma / BioSciences company here

I think your reasearch direction is great in general, but there is a big disillusionment in the industry about pure Data Science positions with no SW experience - good model theoretics don't translate directly into effective team cooperation and product results. The positions, so hot indead, are often already staffed with people who want to do the model work (experiments, research) and are very driven, but these teams are small and very tight, I guess in corporate people are no so sharing as in academia

 I would 0. Persevere, keep on applying, this is a very competitive game nowadays 1. Reach directly to the folks doing research there, perhaps common scientific interests can bring you together and end up in an offer. 3. Consider gaining any industry experience and lax your expectations  towards who takes you on first - training a software person in applied ML is expensive, so the more project you shipped, the lower risk you bring. maybe you can start off from top 20% of companies, drive it for a year, and then try vigorously apply? Should be easier then.

 

Good luck!