Solving Millennium problems is a whole different ballgame. It's not known if these problems are solvable within ZFC axioms. (In one case, the Yang-Mills prize, stating the problem mathematically is part of the challenge.) All of the obvious applications of known tricks have been tried and failed. To solve such problems, one probably has to invent new and surprising mathematical definitions, building a framework in which the problem becomes solvable. This is something that LLMs will be crap at; the process of invention is not represented in any training data we have access to.