Want to quit - finding industry job

I work at a big4 and I want to quit my job.

I honestly don’t like or care about this job. I feel like this client I was on from March - August really broke me. The manager and senior were a mess and the client was not good either. I was being talk to in a condescending way and I felt like shit. I knew this engagement was going to be annoying from the start and was trying to get booked on something local (talked to my coach, etc.) but no luck.

I had to take a leave of absence because my mental health and anxiety were coming to a point to where I was close to be hospitalized for it. Now I just don’t want to return as this client engagement has been dragging since march and is still going.

In the mean time I’ve been applying to roles in industry in various roles (associate level & senior) as I was promoted in July and October will mark my 2 year at the big4. Should I just quit now or wait until something is lined up? I got 2 denials because there were more competitive applicants so I’m not sure what they’re looking for. Are industry jobs easy to get? How should I go about this?