Do I need recommendation letters from supervisors if I have a master's?

If I see you have been involved in lots of supervised research projects on your CV/statement, but that none of your letter writers are any of your supervisors, I will find that a bit weird, but it wouldn't kill your application. Remember (I feel this has come up in a lot of questions lately), in mathematics research experience is not that important for getting into PhD programs (at least in the US). What is, is having learned and showing a capacity to learn advanced mathematics (as well as work ethic + motivation).

Edit (in response to comments):

• You seem to want to get a letter from your boss, and that's fine, and it may be helpful, but the point is that typically letters from the workplace don't provide too much insight into academic abilities, unless that letter writer is closely connected to academia (e.g., they have a PhD in your field of study). This is why non-academic letters are usually not sufficient to get one accepted into a good graduate program, and you should get letters from academics as well. (I would try to get at least 1 letter from a pure math prof from your bachelor's and 1 from a prof from your master's.)

• Certainly having done well in advanced pure math classes, and having successfully gone through a master's in a related area makes you a reasonable case for grad school in pure math. (How much the master's helps depends a lot on the details of program.) Whether what you've done at work will be helpful in evaluating your academic abilities depends on what you were doing (see also the previous bullet point), but at least your boss can address things like work ethic and general intelligence.

Since I don't know the details of your situation, or what your application looks like, I can only say from what I've heard so far, I car guess there are several programs that would take you, but I'm not sure which ones. I would recommend applying to a variety of programs at different levels of competitiveness and see where you get in. It's also a good idea to try asking a couple of your profs advice on applying.