Let's be clear, opinions all stink and this is very much my opinion.
You're going too broad. SSAS, SSRS, SSIS, data warehousing and Azure (which, all by itself, ENORMOUS topic) is too much. You're only going to learn a smattering of each of these. Instead, focus. Does it look like, looking in your area, there are more data warehousing jobs? Then look at that, maybe toss in a little SSAS (which isn't used as much these days, columnstore indexes do a lot of that work). Is there more work for data movement, then SSIS. Is there more Azure work, then that. I'd really narrow it down a bit. I'm not saying specialize in a single thing, but right now you're too broad.
As to the certification.... I can't lie. I'm not a fan of certs. They're gamed far too easily to make them worth much when I'm sitting in the hiring chair. Yes, with the mythical two candidates that are equal in every way, certs might matter. However, frequently, if I see a lot of certs, but not much experience, I get nervous.
That said, certs are how you get past HR. Now, networking to get jobs is the VERY best way to get past HR, but certs is how you get by them otherwise. So yeah, if you're looking to grow into Azure (and I do recommend that, depending on your individual job market), then getting that certification is probably a good idea.
Now I need to go wash my hands after typing that last sentence.