A too abbreviated list of book-length studies by philosophers on (visual) artists:
Danto, Andy Warhol
Lyotard, Sam Francis: Lessons of Darkness
Valéry, Introduction to the Method of Leonardo da Vinci
The other direction, (visual) artists on philosophers, is even more neglected. Beyond depictions of Socrates, I think only of Paolozzi on Wittgenstein.
Then there is the adjacent question of the (visual) art of philosophy: how to visualize, represent, paint philosophy—the activity, the practice, the discipline, as a body of knowledge, storehouse of concepts, gallery of methods.