EM’s vector fields formulation is fairly straightforward: it’s all curls and divergence. Any 3rd (-ish) semester undergrad multivariate calculus course is likely to cover it in sufficient depth. “Mathematical Methods for Physicists” covers it in sufficient depth, for example, provided you already have a thorough understanding of the prerequisite material. Most undergrad physics degree curriculums should have E&M courses whose texts (e.g. Introduction to Electricity and Magnetism, Griffiths) cover enough of the details. If you want to pursue it further than an undergraduate level study, you’ll also want a good text on differential equations that has or is supplemented by material covering, e.g., spherical harmonics and Bessel functions (among other things). I wish I could remember what I used, but it was…more years ago than I care to say when I was an grad student.

I do not. None of the books I know of are very good because they are mostly targeted at Mathematics majors rather than physicists or engineers.

Gerard ’t Hooft used to have a humongous list of textbooks for aspiring theoretical physicists. I'd sure look there for starters.

I was recommended Nathan Ida's Engineering Electromagnetics as being comprehensive in that all the necessary Mathematics is introduced in place as needed. Lookup the reviews for this book on the web.

Perhaps somebody who has read this book can comment in more detail.