How to deal with and communicate overflow of ideas with a supervisor when working on a thesis?
First an anecdote. A long time ago I was a pretty good photographer. I had a simple manual film camera and two lenses, one fixed, one zoom. I made some nice photos, not just "snaps". Then, when I started to earn more money I bought more equipment. It seems that for every piece of camera gear I bought, I got worse. Just decision overload, I think. Instead of seeing what was revealed in the viewfinder and framing things, I would be indecisive about whether I should use some other lens, or whatever. 

Next, a solution, I hope. But it doesn't involve your advisor. 

Start a notebook for yourself. Either electronic or on paper. My preferred method is paper. When working on any idea you have another idea that is related, add a page to your notebook, or update an existing page. Just one page (making paper advantageous) so you don't spend too much time and effort on it now. Then, return to your original work. 

This notebook is your "future work" resource. The pages are there just to give you a start on an idea that you once had that you now want to develop. In mathematics, it might consist of pages of variations on definitions that you think might be interesting, or potential theorems, or possible relationships between things. 

If you can make the interruption of creating a new page in the notebook short enough then it doesn't interfere with your current work, but assures that you have a record of those thoughts so that you don't lose them. 

I finished my doctoral dissertation having a fairly large file of these pages, many of them quite interesting. Among other things, the breadth of ideas I'd saved help me gain insight into the general area in which I worked and I don't think I'd have gotten that insight if I'd been too focused on only my dissertation. But I might not have finished the dissertation if I'd immediately followed up each of those ideas.