Is it a good idea to do MS two times in separate disciplines than a PhD for an industry job?
Don't make some elaborate plan of doing this entry degree and then another one.  You could even consider to drop out of this school and go to another that has CS. Or just go to work, in whatever IT position you can find. 

If you feel like you must stay in the school you are at, my advice is to do whatever subjects appeal to you and just try to pick up some computer skills as available from whatever courses, projects you can.  Or even just on the side for fun or for small pay.

P.s.  Pick up as much statistics as you can.  That stuff never goes out of style and is incredibly relevant to computer algorithm optimization (as well as all kinds of other practical things) 

P.s.s.  You are young and should somewhat be open to different careers.  Machine learning is a bit of a fad.