There is an extremely popular notion that mathematical platonism (every mathematical object has a platonic existence) is well-defined. But that's false. Due to the incompleteness theorem, we know that any reasonable foundation for mathematics is either inconsistent (useless) or incomplete (does not prove every true sentence about ℕ), and so cannot pin down a unique mathematical universe. Thus the popular notion of mathematical platonism is ill-defined, because "mathematical object" is ill-defined without reference to a specific foundational system. One can amend it to "there is some real-world interpretation of ZFC", but nobody can justify such a statement (so far). So what then? So far all the empirical evidence that mathematics is relevant to the real world only justifies that there seems to be a real-world interpretation (maybe even merely approximately) of some very tiny fragment of ZFC, probably between ACA and ATR0 (see Reverse Mathematics), but almost surely no more than HOA (higher-order arithmetic). The success of applied mathematics cannot justify all of modern mathematics at all.
People who claim that every possible axiomatic system for mathematics have a platonic model, are even more wrong. Again by the incompleteness theorem, if PA is consistent then PA+¬Con(PA) is also consistent, but it proves itself inconsistent! So obviously some FOL theories are simply utterly false (with respect to the standard model of PA on which FOL syntax and deduction itself is based)! Worse still, there are people who claim that every mathematical structure exists. This claim is not even wrong because it is ill-defined in itself. There is no way anyone can define what mathematical structure means without reference to some formal system or some class of formal systems, and the mere definition of "formal system" needs to be based on a rudimentary amount of assumptions about finite strings.
The bottom line is that you need to define "mathematical entity" or "mathematically formalizable notion" otherwise your question is ill-defined. For instance, the real numbers as constructed within a formal system do not have concrete existence in reality any more than a checkmate strategy from a given winning chess position. The question you should ask is whether there is an embedding of the mathematical structure of the reals into reality. Unfortunately, that is ill-defined, because different formal systems prove different things about real numbers!
For example, ACA0 suffices for all applied real analysis till today, because one can encode any real number as a subset of ℕ, and can encode any real functions with countably many discontinuities as a subset of ℕ, and ACA0 is strong enough to facilitate manipulation of such encodings. But ACA0 has a model M comprising ℕ and the arithmetical subsets of ℕ (equivalently the subsets of ℕ whose membership can be computed using some finite Turing jump. Note that in this model M there are only countably many subsets of ℕ!!
Think about it. For applied real analysis we do not seem to need anything beyond ACA0, but there is a model M of ACA0 that has countably many reals (per the encoding). Where did all the other 'reals' go? Observe that ACA0 does prove (an encoding of) Cantor's theorem, namely "there is no surjection from ℕ to ℝ". There is no contradiction here; in the model M this just means there is no finite-jump-computable surjection from ℕ onto arithmetical sets, which is correct.
Now Z set theory proves that ℝ is uncountable, but that is just a statement encoded in the language of Z. By Lowenheim-Skolem you know that if Z is consistent then Z has a countable model, so that should let you realize that ℝ is not an absolute concept. Unless you come up with a privileged or real-world model of Z, you simply do not have any objective notion of "real numbers", and hence asking whether "the reals" exist would not be a well-defined question.
Regarding the relationship between human mathematics and reality, I think it is quite obviously due to the fact that the only ways we currently know how to interpret mathematical theorems in reality apply only to arithmetical sentences, and it is intrinsically difficult to come up with an arithmetical sentence that cannot be decided (i.e. proven or disproven) by PA (without using the incompleteness theorem). And if one knows about PA and the incompleteness theorem, but does not believe in existence of uncountable sets, then it is still intrinsically difficult to come up with an arithmetical sentence that cannot be decided by ATR0 (unless one employs transfinite induction) or Π[1,1]-CA0 (even if one employs transfinite induction, since one lacks uncountable well-orderings).
ATR0 is roughly the limit of predicativity. Some (but not the majority of) logicians doubt Z2 (full 2nd-order arithmetic) due to its impredicativity. While Z2 proves lots of interesting mathematical theorems, if one day it is found to be inconsistent then all those theorems would simply be useless for the real world, contrary to Lobachevsky. It may not happen for Z2, but what about ZFC or ZFC plus some sufficiently large large cardinal? Some people have studied Berkeley cardinals within ZF, which were known to be inconsistent with AC before they were invented. But it is possible that one day it is found inconsistent with just ZF, which would render this "mathematical notion" useless.