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For example, what equations will describe the physics in a black hole?
No one knows yet.

For example, how can one optimally design a minimum-phase digital filter?
The answer is: not all the criteria for optimum design are clearly stated
in the white paper literature or in the technical books.

Thus, probably:
1. Some of the math has not been discovered yet (per Peter Thiel).
2. Some of the math has been discovered, in the company-private realm.

This condition might be common in many disciplines.

Whatever the case, Peter Thiel is right.
Many more math discoveries are yet to come.  One way or another.