"Ethical hacking" probably won't go too far into electronics and low levels -- I have been surprised in the past but most such courses I have read go for internet based things which are unlikely to get you far here. Problem 2 is before that most things won't teach much hacking -- there is a lovely talk about a guy trying to get his students to cheat in a module (it the whole point of the thing) and the amount of problems he had getting them to think as a hacker, mainly as most of school is all about beating that out of you.
Lessons of the Kobayashi Maru, though there are shorter things from the same guy on it if you prefer.
Most people that come into the scene either came up through it all and picked up things along the way*, or have very low level electronics and low level coding backgrounds, and then a lot of their own work to get into it.
*I have said a few times before in many ways I don't envy the kids of today -- security was an afterthought for most of my life and thus while not necessarily trivial to bypass there was not the barrier to entry there is today, though on the flip side the tools you can buy off aliexpress today would have been multimillion dollar lab even 10 years ago at times, definitely when people were playing with the original xbox and speaking of that
https://nostarch.com/xboxfree .
I have a bit more in
https://gbatemp.net/threads/some-hacking-concepts-and-links.287721/
Back to the electronics and low level coding thing.
Computers in higher education break down several more times
People doing electronics will usually end up with some serious skills in low level coding as part of it all. Design for security, signals integrity, low level operating systems... all very much the concern of a lot of electrical engineers these days. It might not happen by default but if you push even the tiniest bit for that sort of thing it will.
People doing maths or physics may end up with some serious skills in low level coding if they choose to head in that direction. Not all of them will, indeed most won't, but it is definitely a recognised source of such people.
A lot of general computing schools in universities/colleges are not aiming at anything terribly useful for this style of hacking. They more teach system administration* or higher level programming. Wonderful if you want to go into that world but not really going to get you far into device hacking.
That said there are some courses still out there that will take you though things like device design, OS design, security systems, other aspects of low level coding and with that in your head you can twist it towards. I imagine that course would including lots of coding in C, a fair bit of assembly, some stuff on FPGAs and other programmable devices, multiple classes at least for the second and third (and beyond) years covering operating system design, same for security, same for cryptography. Entry requirements will be steep and it will be incredibly hard. If instead you look at the course description and it involves a lot of databases, java, web programming, C#, systems administration and so forth it is not the thing you are looking for here.
*a while back a client had their wordpress install not taken over but heavily twisted away from them by a guy they had hired in to do a theme. Did I go through all the code trying to find an exploit? Did I bollocks. I went on their web hosting control panel, loaded up phpmyadmin database section and added my own admin user all to myself via something like
http://www.wpbeginner.com/wp-tutorials/how-to-add-an-admin-user-to-the-wordpress-database-via-mysql/ . This is to say much of hacking is actually system administration, just not really for the consoles.
one of my favourite talks which covers a rare meeting of the two (he is recognising fingerprints of various embedded operating systems at one point, and messing around with javascript the next).
You need not be the one to kick down the door either -- while there is maybe not as much work to be done like in some general homebrew coding (where I am sure various people would be delighted for you to write documentation, fix some small bugs, generally polish things and so forth) there is still lots worth doing simply feeling out the various APIs the newly hacked device's operating system possesses, figuring out where the checks and such for the OS are, figuring out how to twist the OS to your liking (I imagine you can remap controls, have a cheat engine, do better screenshots, region free...) and other such things. Then maybe doing it all again when an update drops.
Hopefully at least something to think about. If you were thinking more "I might do night classes for 8 months" then that would more than enough to learn basic database administration, website design or maybe even the low level grunt work of "ethical hacking" (how to run metasploit, how to run a port scanner, how to run [insert another in long list of automated tools you still have to appreciate some of how they all work]. If you already had a serious computing background (be it from education or self taught) then 8 months we could get a lot done in.