I usually never had any options for a 401k during my first 10 years working, so even though I was pretty good about maxing out my IRAs there's only so much you can do in a short time period given the lower caps when compared to a 401k. I did end up owning a business for so the high limits on the SEP-IRA, then solo 401k i set-up help me throw in a ton in a hurry (esp the last 4 years when I made enough to max it out around $50k/year). If you're in a high enough tax bracket that you would benefit a lot from the deductions, you can look into HSAs (i believe you can still set up your own though I havent looked at them in a while) and DAFs for money saved now to be used for healthcare and charitable donations after retiring.
I still ended up with about two-thirds of my savings in taxable accounts. I wouldn't worry about it, as always the much more important thing is to reduce spending and increase savings as much as possible now. The treatment of investments in taxable accounts is currently really good anyway, esp if you can fit most cap gains in the 0% slot upon withdrawal.