> there are things like surreal numbers that feel more like constructs
The fabric of the physical realm usually doesn't care about anyone's feelings.
> but not discovered in the real world so much as a tool built out of available materials
The fallacy here is that you assign different valuation between discovering a thing through observation, and discovery through thinking.
For example, the Higgs boson was conjectured many years before it was first observed. Following your argument, I could argue that the Higgs boson was invented by us.
What's true is that we made up the Higgs boson, but that didn't change the unobserved existence of it. In the same way, we may have made up surreal numbers, but that doesn't discard the possibility of their unobserved existence out there somewhere.