I think HVAC will continue to be a necessity, especially considering the changes in climate we've seen. It's true that demand is seasonal though, so maybe you just need something temporary, at least until summer?
In regards to a career change, if you're serious, don't be deterred by the sunk cost fallacy. If you're not familiar with the idea, look it up: there's a lot of research and advice on how sunk cost tricks people. The gist of it is that yes, past investment in something matters, but only to the extent that the alternative can compensate for it in the long run.
Do the research on the alternative and crunch the numbers, if you'd be better off doing something else and it's promising then you should consider it seriously. Just remember what you learned: sometimes jobs come and go.