"Correct me if I am wrong": Gauss's mentor was Johann Friedrich Pfaff.
See, for example https://www.genealogy.math.ndsu.nodak.edu/id.php?id=18231
It is very rare to have no mentor, no teacher and no adviser. I doubt that you will have convincing 20 century examples.
One example which comes to my mind is George Green (Early 19 century). He can be equally qualified as a physicist and mathematician, and he made his main discoveries (Green's identity, Green's function, the notion of potential) before
he entered the university. It seems that he was completely self-taught. This is a very exceptional case, indeed. He had no formal education when he made his discoveries. He was a son of a miller and a miller himself.
Modern research shows that the only advanced mathematical book available to him was Laplace's Celestial Mechanics which happened to be in the local library in Nottingham. (It is difficult to imagine how a person without preparation can read this book!)
Source: D. M. Cannell, George Green: miller and mathematician, City of Nottingham Arts Dept., 1988.
Remark. English translation of Laplace did not exist at that time, so he could only use an original French copy. Where and how did he learn French? All this story looks very enigmatic.