That's a tough thing for AI to do.
On the other hand, Terrence Tao had an interesting article on his blog a while back where he was trying to solve a problem and asked chatGPT about it in a high-level strategy sense. ChatGPT suggested several reasonable approaches, one of which turned out to work.
That's nowhere near solving a millennium problem, but it is very interesting and suggests fairly sophisticated conceptual understanding of mathematics nevertheless.
Current architecture and training methods I don't think are enough to get there. However, with enough compute, I can plausibly envision some sort of meta training of LLMs using an analogy to GANs where one network tries to synthesize new correct ideas and the other shoots them down as not novel, not correct, or not sufficiently interesting.
Such an approach I think could perhaps work, but the compute needed would probably be pretty high.
They decompose problems, solve specialized subsets, examine more general cases, use existing proofs, do some numerical analysis, etc.