I didn't do a thesis, but I did mine on campus. I technically applied as a PhD candidate and got a TAship, so the school paid my tuition. But online shouldn't matter, I'm taking more graduate courses online (that work is paying for) and they're the exact same the on-campus students take, I watch the recorded lectures on line and everything. As long as its a real university, online should be just fine!

In interviews, python came up a lot and so did MATLAB, so I'd start with those. You're not a computer scientist so don't worry about C or C+ or things, you want to see yourself as a very flexible analyst who can handle any sort of data the company has or wants to get. Signals? No problem you know PDEs and Linear algebra. Dynamics? Sure, you know ODEs and how to solve systems. Data science? Yeah, you can google around and understand enough to help get something rigged up.

My internship dumped me into computer vision and my job dumped me into some machine learning, signal stuff and physical modeling. I would not be able to do all of that without a broad background like applied math, so that's a huge selling point.