I am absolutely fascinated by everything going on with AI, and would like to go all in via udemy/coursera and other online resources to learn ai/ml.
Is there likely to be jobs in that sectors for people who do not have a bachelors/masters or phd in comp-sci?
The question many (maybe most) companies are going to ask is simply "can you create value?" If you can create value for a company by helping them reduce costs, or increase revenue, or both, you can probably find a job.
Coming at this from a similar position (did not complete my b.s. degree and have only 3 a.s. degrees as formal credentials), I have come to believe there is a crucial extra bit that factors in. And that is domain knowledge as well as general business understanding. You can understand the math behind back-propagation and gradient descent as well as any Ph.D., but if you don't know how to apply that to solving an actual business problem for a particular organization, you aren't going to be able to create much value for them. So if you really want to find a job, you may find that there's value in taking some business classes as well, and choosing a domain to really dive into. This is, of course, assuming you'd be content to chose a role that's more of "applied ML" as opposed to desiring to do cutting edge research.
If you want to do cutting edge research without formal credentials, I don't have any definite advice for you. I believe it's possible to get there, but I'd be entirely speculating as to the details. Well, besides just setting up shop for yourself of course. Then you can research whatever you want. The issue there might be paying the bills if you can't convert what you do to a revenue stream pretty quickly.
Unfortunately, a lot of times companies don't understand that something will add value or make revenue.