There are some prolific/regular posters in the EM forum that have made the transition to both interventional pain and Palliative Care, from EM. Just keep your eyes open there, they talk about it quite a bit.
For CCM (a relatively easy move from EM these days), the circadian stuff can still be an issue, but nothing like in EM (or like you experienced in residency, or will experience as a fellow). 3 of the hospitals I work at (1 of which is the university with a large CCM fellowship and 2 of which are Level 1 trauma centers, relevant only to the size and acuity of the patient population) have no overnight in-house attending in the MICU. Sure, they're available by page overnight, but I only recall 1-2 middle of the night calls a week to the attending when I was a resident, and I never saw a MICU attending in the hospital after 9pm. Bottom line, I think your view of what a CCM career would mean may be a bit tainted by your residency experience.
As for starting over completely, this is certainly do-able. Your prior experience will be a positive in some places and a negative in others...and there's no way for you to know which will be which.
If Onc really is your passion, I don't really see a major harm in going for it (other than the money issue in the short term, which as you know, everyone on the EM forum will tell you is a terrible idea and you should just suck it up and power through another 10 years and save all your money so you can retire early). Best case scenario, you match, get a fellowship, and move on in your career. There are 2 worst case scenarios, and which is the actual worst, is something only you can decide:
1. You don't match IM and have to stay in EM
2. You match IM but fail to match a fellowship you're interested in and have to stay in General IM (PCP or hospitalist), or just go back to EM
Either way, you won't end up any worse off than you currently are.
Finally, you mention wanting to stay in NYC. While that's certainly possible, if you're really going to go all in on this, you're going to have to take off those blinders and see the 98% of the country that's across the Hudson.