How to do research in bioinformatics without wet lab experiments?
Doing actually valuable bioinformatics research completely on your own after graduating from university (I am assuming that this corresponds to a master's degree) is somewhere between impossible and very unlikely - even for someone who actually studied bioinformatics.

In order to really do research (in almost any field) you will have to become a PhD student first - and for that studying the relevant topics on your own, like you are already doing, is probably the best preparation.

If there are truly no 'cross discipline' applications possible where you are from, you'll probably have to apply for programs or positions abroad. It is, however, becoming increasingly common for bioinformatic research groups to hire people from various different backgrounds - ranging from wet lab biology to physics. I would advise you to actively look for such interdisciplinary research groups (ideally purely computational groups as a physics background will be more valuable there than in a mixed dry/wet-lab group) and potentially directly contact the group leader if the university/institutes don't offer any programs that would allow you to apply.