I can imagine it's tough when it seems like all your friends have gone down a particular route, compounded by a sense of not having got the most from your time at university. If you're currently happy with your work/life and your mental health is stable, then the way forward may be developing a way to cope with those feelings of regret, which do diminish over time as new opportunities and experiences open up. I also wouldn't under-estimate the sheer slog of doing any kind of research at a high level, the precarity and general crappiness of academia at the moment, and the strain it can all put on your mental health (so many academics/PhD students have significant issues), and if your priority is staying well and happy then I'd think very seriously.
Having said all of that, if you are seriously considering it then perhaps a master's first would be a way to test the waters. If you ultimately decide not to pursue the PhD, then you will have acquired some experience (and another qualification) that may allow you to move into careers in research/industry for example.