how do you thicken cheese fillings so it doesnt melt when baking

Maybe use a more oven-friendly cheese like brie, something with a rind that won't melt. Drained ricotta is another good option as it doesn't really melt when baked but has a similar consistency to cream cheese.

The question doesn't really have a clear-cut answer. Cream cheese melts, and if there was a way to change it so much that it doesn't melt when hot (AFAIK there isn't), it would have an entirely different texture when cold too. So just magically keeping everything as it is, but without melting, is not an option.

What you can do is a filling which is made with cream cheese, but is not only cream cheese, and not just "thickened cream cheese". Or alternatively, use something other than cream cheese (the other answer suggests ricotta). There, the possibilities are endless. You can search for recipes and choose something that is to your taste.