If you want monie, either get certified as an actuary or get some domain-specific knowledge. Some fields of engineering where math knowledge will serve you very well: digital signals processing, controls engineering, finite element analysis, computational fluid dynamics, machine learning, etc.

Don't just "learn to code" and don't apply to general "developer" jobs, that is orthogonal to your math expertise and you will have wasted your entire undergrad degree. You need to keep in mind that most people in any field except math research do not have math degrees, and most engineers who actually know their shit have a lot of respect for mathematicians, in a way. It is what makes you stand out, so you need to make it work together with whatever specialized field you want to go in to.

For internships, nobody really expects you to know anything. They are hiring you based on whether they think you're generally a motivated, intelligent person. Usually they fail and hire someone who is unmotivated and incompetent, so you'll get good letters of rec afterwards if you do anything of substance.

Only plan to do grad school if you really really like math and are willing to forego a huge amount of money (in terms of lost wages) to do it full-time. If you're sure it is what you want to do, you should try to do REU's, and also take as many graduate-level math classes as you can and get involved with the campus math club, if there is one. Internships don't matter for grad school in almost all cases.

At this stage you don't really know yet how little you know. Most people don't know that until their first or second year of grad school.