Mac Mini 2018 + Blackmagic eGPU + LG 5k = boot problem

So far I was running a Mac Mini 2018 (i7, 32GB, Mojave 10.14.6) with an LG 5k monitor without any issues. I added a Blackmagic eGPU (580x) today. The Mini is connected via Thunderbolt to the eGPU and the eGPU is connected via Thunderbolt to the LG 5k (which is the only monitor of the setup).

When the Mac Mini is switched on and boots, I see the Apple logo. Afterwards the progress bar shows up briefly and then the monitor goes dark and can't be woken up again. The fan of the Blackmagic is spinning. I can unpluck the TB-cable from the eGPU and plug it back in, which will switch on the monitor and show me the login screen and I’m able to login.

I searched for this issue and only found references to a similar problem, which exists when you have Filevault enabled. But in my case Filevault is off.

Does anybody run a setup like mine and does/doesn't have this issue? From my understanding, I should be able to boot this setup without issues. Any input / help much appreciated! Thanks!