Don't do anything, at least for the moment.
In other words, don't rush to make an important decision.
First, poor managers are often terminated because it takes some time for the senior managers or the owners to realize that the manager is underperforming. With a new manager, your job may be more satisfactory.
Second, wait to see how well your private business does.
If you enjoy the work and if your business' income is sufficient to support you (or equal to your job's income), then you could consider quitting your unsatisfactory job.
One rule of thumb is to never leave a job until you have another job to go to (this will help you to avoid being without an income for an extended period of time).
Good luck Débora
I listen to the Jordan Harbinger podcast and on their Friday advice minisode they get this question a lot. The answer is always, quit your job *only* when you gain so much from your side gig that keeping your old job is an obstacle to gaining more. Another way to say this is to do it when you are sure that you can give up that safe, reliable paycheck and not regret it.
If your side jig is still not working at full speed, there's always the option of getting a job at another company where you can have less limitations.