It's possible to use an eGPU with Windows 10 on a MacBook Pro using Thunderbolt 3. It's a bit of a chore, and everything is updated to the most recent versions as of 12/2019. I'm using 2018 rMBP, Sonnet 550 eGPU box, and Sapphire PULSE Radeon RX 580.
Installing is a huge pain, the plugin dance that worked for me is as follows:
I installed the AMD drivers via their website. Any Windows update that needs to be installed, I do so with eGPU detached. The same is true for AMD GPU updates, update with eGPU attached (have to in order to detect) shutdown, disconnect, restart, apply updates and shutdown and follow the steps above.
I know other folks have had issues between Windows updates, but it really seems to be related to 'beating the TB3 addressing,' I think bit-locker actually helps with this, however with the 1909 update I've had a lot more issues with timing.
It use to be I could get to bit-locker then attache the eGPU, close lid, and boot, this works maybe 10% of the time now. I should note it takes a lot of practice to get the timing right. With 1909, failures in timing result in black screens and seemingly no Windows boot. Prior to 1909, Windows would boot properly, but not detect eGPU properly.
To enable BitLocker on the Bootcamp partition:
Run gpedit.msc
Navigate to Local Computer Policy > Computer Configuration > Administrative Templates > Windows Components > BitLocker Drive Encryption > Operating System Drives in the left pane.
Double-click the “Require additional authentication at startup” option in the right pane.
Select “Enabled” at the top of the window, and ensure the “Allow BitLocker without a compatible TPM (requires a password or a startup key on a USB flash drive)” checkbox is enabled here.
More info here: https://www.howtogeek.com/howto/6229/how-to-use-bitlocker-on-drives-without-tpm/
It's become an increasing pain to run an eGPU. Even the apple boot process freezes if an eGPU is attached prior to boot. I understand PCs have some issues as well, but nothing as widely reported or seemingly undocumented as on the macOS platform.
egpu.io has a good write up of eGPU Boxes to consider. AppleInsider has quite a few good write-ups as well.
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