At some point, you will have to make the clean break from UPS to pursue a flying career, but I'd stay there as long as possible in a part-time capacity just to defray the expenses.
Getting somewhere without working for a regional is very, very unlikely. When you get to the RJs, that's probably when you will have to turn in your brown clothes, because you won't have a reliable schedule.
Don't count on getting hired as a pilot there, but if it works out, great!