Hi Leon
This really belongs in the academic guidance section and the mods probably will move it there.
I actually did a degree in applied math, not physics, and self taught myself physics, so I feel from experience I can point you in the direction of the math I studied that was useful in that endeavour.
First, if you want to study math and call yourself a mathematician of some sort, eg a mathematical physicist etc, then you must do your epsilonics which is colloquial for mathematical analysis ie the rigorous study of calculus. No need to go really deep into it but you need to know things like the pinching theorem, what being dense means etc. That's so you can understand proofs like the following:
https://www.physicsforums.com/showthread.php?t=758125
Aside from that I would say:
Linear Algebra
Multivariable Calculus
Group Theory
Complex Analysis
Advanced Ordinary Differential Equations
Partial Differential Equations
Hilbert Spaces
Probability and Statistics (the deep theory isn't required - ok if you do it - but an understanding of the basic axioms and statistical inference - they would be courses like Probability and Statistics for Scientists and Engineers)
By self study, better if there is a course in it, but there usually isnt, knowledge of Distribution Theory:
https://www.amazon.com/dp/0521558905/?tag=pfamazon01-20
Its simply the best way to understand Fourier theory, but even aside from that it allows you to get a grasp of the dreaded Dirac Delta function used a lot in QM.
Thanks
Bill