Is maths embedded in the universe ? We use math to model the universe but all those models are open to further investigation, some of which is going on. For instance, the universe of Galileo was a three-dimensional Euclidean space. The universe of general relativity is a curvy space where even the curvature is changing all the time.
Both of those spaces use real numbers, but attempts to combine quantum mechanics and relativity have come up with alternatives, like a discrete space with very small but non-zero lumps of space time that cannot be subdivided. Another such attempt posits that the universe is on a curved 2-D space where information affects act mathematically to mimic the behavior of 3-D gravity inside the curve. Even our 3-D visual perception of the world is manufactured in the brain from 2-D input by specialized neural processes that have to be visually triggered in infancy. Evolution gave us a brain that presents a 3-D world to us because it is a good approximation that helps species' survival, not because it is real.
Some quantum theoretical interpretations posit that the universe is really google-dimensional, perhaps with even the number of dimensions changing, and 3-D space is a good approximation due to information effects.
Another alternative to real-valued dimensions comes from non-standard analysis - see (
https://www.wikiwand.com/en/Nonstandard_analysis), which expands the reals to include infinitesimals, which are smaller than any real number but greater than zero, and their reciprocals, unbounded numbers, which are larger than any real but less than infinity = 1/0. See (
https://www.researchgate.net/publication/330751668_Infinitesimal_and_Infinite_Numbers_as_an_Approach_to_Quantum_Mechanics).
Another QM interpretation holds that the quantum field is a Hilbert space, not just mathematically but actually, which would make the physical world part of the set-theory universe, reversing the question this thread raises. I personally find this non-appealing for a few reasons. One is that the 3-D Euclidean space of Galileo is also a Hilbert Space, but no one ever thought his universe was part of the set theory universe. Another is that you would then have to consider the reality of the set-theory universe, which would be an interesting thread in itself but is a lot to insert into physics.
In the end, how the universe is modeled mathematically is still up in the air. Inserting the mathematical universe into those physical models would not be very helpful.