The GA courses can’t hurt, but you’ll get what you put in. I have a former co worker who did the jump by taking a GA course and it seems to have worked out so far for him. But I do review a lot of portfolios that have GA stamps and terrible work. Just like design school, if you work your ass off to try and kill it you can probably end up with some better portfolio pieces.
As far as learning a programming language - I would suggest start with HTML and Javascript. I personally think the knowledge of code (Even if you don’t go that far) will be invaluable in the long term when it comes to understanding how frameworks work, what is and isn’t possible, and how to implement things that exist in your head. Far too few designers know anything about code and I personally think it will take you a long way (it’s always been a benefit that I knew programming basics, especially when speaking to engineers).
In terms of need - the market varies wildly. There is a need for a lot of UX generalists but find what piece makes you happy and focus there. I know people who love prototyping and have made solid careers out of just being awesome at prototyping.