Are the Master Program & Certificates I am about to embark on relevant to my career & academic plan? I have a bachelor degree in Civil Engineering, I'm 27 and I currently work for a leading world organization. However my heart is somewhere else. I aspire to be a scientist, so a masters and a PhD are the plan. I can't seem to narrow down my future research interests, but it's likely to fall somewhere between Mathematical Modeling-Computational Math/Physics-Theoretical Physics-Pure Mathematics.

For that purpose, and until I do apply to a PhD program, I intend to take on a Masters in Computational Mathematics (received acceptance), a certificate in Data Science (3 months long - I was advised to do so by a scientist I know) and a certificate in Theoretical Physics (2 weeks long - equivalent to the last semester of an undergrad physics program).

Do these programs fall well with my interests and plan ? Your advice is appreciated.
Did the scientist know that you were thinking about doing a PhD or did he or she think you were staying in industry? 

The certificates may be good ways to see if you're interested in the field, but I think they'll be almost worthless in PhD admissions. The exception might be if the certificate is given by a well-known, reputable university and the program itself has an excellent reputation. In addition, it might need to be known by one or more faculty members at the universities that you're applying to. 

Do some searching here for related questions like this one: PhD in pure mathematics for a student in computer science

And a more general question: Undergraduate research field different from PhD field