Yeah, the economy is a hugely complex interplay of forces. Nobody is completely guilty, nobody is completely innocent. (I make an exception for agents that participate in intentional deception like fossil fuel companies. If the economy and democracy are information processing systems, employing deceptive PR to lie to the system is 100% bad).

I've come to view my own personal choices exactly as you. It's not as much about changing my personal footprint, as it is using my dollars towards investment in changing infrastructure.

I had to replace my 50 year old gas furnace last year, and it was suuuuper hard to get anybody to even propose a heat pump rather than natural gas. So I made sure to call tons of local HVAC places, and make sure that everyone that wouldn't bid on a heat pump knew that the reason I wasn't going with them was because of that. For deeply conservative, low-information and low-innovation parts of the economy like residential HVAC, it will probably take regulation for them to offer the better choices. But I can at least try to let them know that they would have a customer base if they ever decide to try something new.