Basically, what exactly is Philosophy of Mathematics? Why not simply call it mathematics? At what point does a mathematician practice the philosophy of mathematics?
The philosophy of mathematics is definitely not mathematics; one can learn a lot of mathematics without knowing any philosophy - consider it as a carpenter who learns how to use his tools; so there is an artisanal quality to it; and a good carpenter knows how to use his tools well.
Modern mathematics has many different disciplines but they're natural outgrowths of each other or related in an organic fashion; and the relations change in time; plus, of course there are relations with other subjects; hence one shouldn't think of it like a tree but Rhizomatically.
The philosophy of mathematics really grew out of the foundational crisis of mathematics in the early twentieth century when there was a large programme (pushed by Hilbert, but I imagine there was antecedents) to place the whole of mathematics in exactly a tree-like organisation; with its root in logic - mathematical logic; I suppose one could go further back and suggest it was also the criticisms by Bishop Berkeley (and no doubt others) of the lack of foundations in calculus; and then implicitly Newtonian Mechanics.
This programme is still continuing - with for example various efforts to place QFT, or the path integral on a amthematically precise bearing.
The main question of mathematical philosophy is the ontological status of mathematical objects - numbers, sets, algebras etc; hence the three main schools: intuitionism, platonism, and formalism; the first says they're human constructions, the second says they're objectively real; the third says anything goes so long as it has significance and we stay within the rules of logic.
note: sometimes the word philosophy in mathematics is used in a non-philosophical manner; for example the 'philosophy' of the Langlands programme; in this sense its better thought of strategy and tactics; in other words the mathematical landscape hasn't been fixed so one requires guidance of how to look at it, and how to navigate it.
For example the Langlands programme can be called non-abelian class field theory; which sounds impressively intimidating; but if you know that abelian just means it matters not one whit which order you do things.
For instance it doesn't matter if you put on your left shoe first, and then your right; or vice-versa; but it does matter when you unlock a door and turn the handle.
Then consider that abelian class field theory is an already well-established field; then one can see that the Langlands programme is adding 'a twist' to this theory; but why add 'twists'? Well, because Quantum Mechanics, considered mathematically, is non-abelian or 'twisty'.
Typically (though not always), philosophies of X, where X is some discipline or domain of enquiry, ask questions about the epistemological, metaphysical, or conceptual foundations of X. These are distinct from questions investigated within X.
For instance, mathematicians study things like numbers and their properties, mathematical structures, sets, categories, and so on. These types of questions are distinct from questions about our knowledge of mathematical truths, or about the metaphysical status of mathematical objects. Philosophy of mathematics concerns itself with questions of the second kind. This also gives us a neat answer to your second question: we don't call philosophy of mathematics 'mathematics' because the two are distinct disciplines, concerned with different questions.
In principle a mathematician could successfully go about her career without considering questions of the second kind. She can produce interesting results without considering either the nature of her knowledge of mathematics, or the nature of the objects with which she works. None of this requires knowing of the conceptual/metaphysical/epistemological foundations of her discipline (though it couldn't hurt!). Similarly, a philosopher of mathematics could successfully do philosophy of mathematics without doing actual mathematics. This suggests an answer to your third question: a mathematician practices the philosophy of mathematics when she investigates philosophical, and not mathematical, problems.