As an algebraic topologist who did not even touch anything less “pure” than PDE during my master’s degree, I would say the following: You have many possibilities, but you might have to rebrand yourself a little.
I went into a government job (DM me for details as I am already too identifiable). I was really unsure about going the PhD route or not, and ultimately opted for what I thought would make me the most happy. I am pretty sure it was right for me, though it is a little bittersweet in retrospect.
In my opinion the people matter more than the place, and with sufficient freedom and autonomy a mathematician can make any task interesting. Think about how you can make your skills useful for other things than pure maths (in a manner you could also enjoy) and sell yourself to an employer on that premise.
They did not merely passively “assist”. They established factories in close proximity to the death camps so that they could profit off of the slave labour deemed too fit for immediate extermination.