Leaving PhD Program After 1 Month In

[Skynet1023]

I am a student in a top 10 chemical engineering Ph.D program(Undergrad in a different field). After arriving at my current program a month ago, All of my professors of interest were not willing to take me in and I was given the option to work with someone else whose research area does not interest me. Right now I am the only PhD student in the program without an advisor and feeling left-out which is really depressing, demotivating, and detrimental for my performance on the courses I am taking. Given the bad introductory and the self-dought I had before starting the program, I am thinking about switching to a thesis-based masters program and see if Ph.D is really for me before committing 5 years and wasting my time and my advisors time. I have talked to the department chair about my situation and he offered me to switch to the non-thesis master's program. However I feel this could be detrimental for me if I decided to apply for PhD programs in the future. Therefore, I was wondering if I quit right now and apply to a thesis masters program somewhere else will having quitted a PhD program hurt my chances into getting in a Masters program? My undergrad GPA is solid (>3.8 )and I have done undergraduate research (though a second recommendation from UG research advisor is not likely). My transcript in the current program will indicate that I have withdrawn from the program but will only show 0 credits. Right now it seems like having a non-thesis master harms more than help for future PhD application thus paying out of pocket for such program is probably not a good idea. Should I withdraw now and cut my losses and apply somewhere else ? Having to trade something uncertain with something certain is really terrifying I would appreciate your advice. Also, would contacting a department that I rejected  (which is in a related field that I found I like more) and ask them to have me as a self-funded thesis-masters students be a good idea?