Fernando Zalamea’s Synthetic Philosophy of Contemporary Mathematics has a chapter called “phenomenology of mathematical creativity” which I think does an excellent job of tackling that topic (a very psychologically charged aspect of mathematical research) since Zalamea is also a talented art critic/theorist (so has a good understanding of creativity at large) and is much more deeply enmeshed in actual mathematical practice than lots of philosophers are*.

*fortunately this is becoming more and more common with eg the existence of the association for the philsosophy of mathematical practice