eGPU causes MacBook Pro to freeze and crash

When I plug in my eGPU my internal display freezes.

Once I plug in the eGPU my internal screen freezes, although the cursor and keyboard still work. I can still interact with the OS, without seeing any changes. Once I pull out the TB3 cable my screen will reset and show me the updated interface.

Rarely it'll work just fine—the eGPU is registered in activity log, the icon appears and works it as it should—until I put it under heavy load. Then my laptop will simply crash and reboot. It doesn't reboot with my eGPU attached.

Same happens with an external HDMI display.

Is this likely to be a bug in macOS or a eGPU related hardware issue?

MacBook Pro 15' 2017, i7, 16GB RAM, 500GB, Radeon Pro 560

Asus GX Station Pro + AMD RX580 (All Apple certified)

macOS Mojave 10.14.2 (Newest)