Faulty Parallelism3: to 'while' or not to 'while'

My main problem is that what follows the comma seems to be a misplaced modifier.

Although I believe they is referring to complicated problems, the closest noun to the pronoun is creative solutions. This causes some confusion.

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If they refers to complicated problems, then I would reverse the sentence structure:

Be they encountered in a mathematics class or while helping a friend, I have always liked thinking through complicated problems in order to find creative solutions to them.

Or you can leave the structure as it is but change the pronoun:

I have always liked thinking through complicated problems to find creative solutions, be it in a mathematics class or while helping a friend.

Now, the pronoun is referring to the act of thinking (the only thing in the singular) rather than to either complicated problems or creative solutions.

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In the unlikely event (to my mind) that they is actually referring to creative solutions, then I would make the following change:

I have always liked thinking through complicated problems to find creative solutions, be those solutions found in a mathematics class or while helping a friend.

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Of course, the specific wording to all of these can be easily changed. I am just pointing out the main ways of clarifying what's meant.