Where does mass come from in pair production?
From the energy-momentum of the gamma photons. Think of photon momentum as resistance to change-in-motion for a wave propagating linearly at c. You've maybe heard of electron spin and the Einstein-de Haas effect which "demonstrates that spin angular momentum is indeed of the same nature as the angular momentum of rotating bodies as conceived in classical mechanics". And of the wave nature of matter, and of atomic orbitals wherein electrons "exist as standing waves". So think of electron mass as resistance to change-in-motion for a wave going round and round at c. Don't forget that when you trap a massless photon in a gedanken mirror-box, you increase the mass of that system. The box is harder to move when it's got the massless photon inside it. Then when you open the box, it's a radiating body that loses mass, just as like Einstein said in his E=mc² paper. The electron is like a photon in a box, but without the box. See Light is Heavy by van der Mark and 't Hooft (not the Nobel prizewinner).
In pair production, two gamma rays with > .511Mev can come together to create a positron and an electron. So two electromagnetic waves E and B fields, with No mass and No gravity and traveling at the speed of light, can create two objects with Mass, with Gravity and with opposite E fields, and with NO B field.
That's wrong on several counts I'm afraid. I'll try to explain:
1) The photon is an electromagnetic wave. The field concerned is the electromagnetic field. I know there's plenty of depictions of an E-field wave and an orthogonal B-field wave, but there aren't really two orthogonal waves. E represents is the spatial derivative of the electromagnetic four-potential, B the time-derivative. It's like you're in a canoe going over an ocean wave. The slope of your canoe represents E and the rate of change of slope represents B, and you're going over one wave, not two.
2) The photon has a non-zero "inertial mass" and a non-zero "active gravitational mass". A 511keV photon causes the same amount of gravity as an electron or a positron.
3) The electron and the positron each have an electromagnetic field. Not an E field and a B field.
Is there any theories on how E and B fields go about creating mass?
Special relativity. The mass of a body is a measure of its energy content. Again see Einstein's E=mc² paper.
the B field has vanished...where did it go?
It hasn't vanished. The electron has an electromagnetic field.
In slow motion, as this happens, what exactly goes on to create mass from EM fields?
Some people will tell you that one of the photons fluctuates into a fermion–antifermion pair, and the other photon couples to one of them. That's a cargo-cult tautology I'm afraid. Pair production does not occur because pair production occurred, spontaneously, like worms from mud. IMHO a better description is that each photon interacts with and displaces the other into a curved path, such that each encounters itself whereafter it continually displaces its own path into a closed path.
Can we use EM fields to manipulate this process further? i.e. change the rate of pair production?
Yes. See the Breit-Wheeler process and this recent paper.
Or to manipulate the G field of the resultant objects?
No. The electron's electromagnetic field is not something that is distinct from its gravitational field. It doesn't have two fields. As to why, that's one for another day.