There are many books on research methodology in Arts and Humanities. One good book I am suggesting is "Research Methodology by C.R. Kothari (New Age International Publishers).
Here are some articles on research in the arts that I have found useful, plus one of my own (at the end of the list) which I hope you will find interesting:
Candy, Linda; Edmonds, Ernest
2018 "Practice-based research in the creative arts, foundations and futures from the front line" in Leonardo (The MIT Press), vol. 51, no. 1, pp. 63-69 (https://www.mitpressjournals.org/doi/abs/10.1162/LEON_a_01471, accessed: 16 November 2019).
Cotter, Lucy
2017 "Reclaiming artistic research – first thoughts...," in MaHKUscript: Journal of Fine Art Research (Ubiquity Press), vol. 2, no. 1, pp. 1-6 (https://www.mahkuscript.com/articles/10.5334/mjfar.30/, accessed: 5 January 2018).
Davis, Meredith
2020 "Confronting the limitations of the MFA as preparation for PhD study," in Leonardo (The MIT Press), vol. 53, no. 2, pp. 206-212 (https://www.mitpressjournals.org/doi/abs/10.1162/leon_a_01600, accessed: 3 April 2020).
Duby, Marc; Barker, Paul Alan
2017 "Deterritorialising the research space: artistic research, embodied knowledge, and the academy," in Sage Open, vol. 7, no. 4, article 2158244017737130 (https://www.researchgate.net/publication/320542385, accessed: 23 July 2018).
Roes, Remco; Pint, Kris
2017 "The visual essay and the place of artistic research in the humanities," in Palgrave Communications (Springer Nature), vol. 3, article 8 (https://www.nature.com/articles/s41599-017-0004-5, uploaded: 31 October 2017, accessed: 22 October 2018).**
Schyff, Dylan van der
2016 "Phenomenology, technology and arts education: exploring the pedagogical possibilities of two multimedia arts inquiry projects," in Interference Journal (Trinity College Dublin), no. 5 (http://www.interferencejournal.com/articles/writing-about-and-through-sound/phenomenology-technology-and-arts-education-exploring-the-pedagogical-possibilities-of-two-multimedia-arts-inquiry-projects, accessed: 12 June 2016).
Wright-Carr, David Charles
2019 "Embodied cognitive science, aesthetics, and the study of visual language," in The Polish Journal of Aesthetics (Jagiellonian University in Kraków), vol. 52, pp. 57-71 (https://pjaesthetics.uj.edu.pl/documents/138618288/142419802/pja-52-fin.pdf/, accessed: 31 March 2019).