I had the same question about a month ago when i tried to interprete the mathematics of electroweak SSB(sponteneous symmetry breaking). I investigated the obvious resolutions: either [1]maths is givining wrong interpretations or [2]It is giving correct interpretations.
Since Standard Model of EW interaction is so profound, I assumed [2] is coorrect.
So, what is the interpretation then if we analyze the math?
Consider this (understand in terms of fields, which are more fundamental than particles):
[a]Before SSB, above electroweak unification energy($E_{ew}$), we had 4 fields.
[b]At $E_{ew}$, these 4 fields starts interacting with each other and mixes in different combinations.
[c]After SSB, we have 4 new fields.
{$E_{ew}$ is about 246 GeV(approximately $10^{15}$ K, a temperature exceeded until shortly after the Big Bang)}
i.e., the real world is energy dependent. The cases [a], [b] and [c] do not exist together. The fields in [c] are completely new and its like resultant fields of combinations. And Our current stage of the universe falls under [c], therefore only [c] fields exist.
"what happens to W1, W2, W3 and B?" These fields do not exists in this stage of the universe.
"does that mean the W3 and B bosons are created for an instant and then mix to form a photon in the heart of a star?"
No!. Only photons are created directly. The reason is that W3 and B fileds do not exists in this stage and therefore we can't have W3 and B quanta. Only A and Z fields exists.