That's a challenging situation, and I don't think you're alone.
When you put all of that time and energy into a university degree, particularly in a professional field, its natural to want to come out on the other end with a job waiting for you.
It's difficult for us to randomly offer suggestions without really knowing you, your interests, passions, your learning style etc. but a few thoughts come time mind...
First, are you following up after interviews for feedback? Are there any common threads such as concerns about technical competence, or are you not a good fit for the teams? The key concern I would have is that if the issue is more that you come across as socially awkward, bitter, dispassionate about the position, etc. additional education is unlikely to help you. Instead you might benefit more from interview training and practice, which you should be able to get from your former university.
If the issue is a lack of experience, you might think about volunteer work you could get involved with. Joint a robotics team or club, go back to your university and see if you could help out a professor with a research project. One of my sons is heavily into RC planes right now and by joining a local club, he's learning a lot about basic electronics--maybe not what you're looking for specifically, but "maker-spaces" are usually happy when skilled people come in and can offer mentorship. This kind of thing can also provide major networking opportunities.
If the problem really is a lack of marketable skills, I'd start by taking a deep dive on what skills you have, what skills employers appear to be looking for in the kinds of positions you see yourself being most successful in, and where the gaps are in the Venn diagram overlap. Those gaps can be filled in by a number of ways. If, for example, you need more experience coding in Python, maybe just take on a project that will allow you to put something up on Github.