Unfortunately the latest 10.115.2 BREAKS the eGPU support which was introduced with 10.15.1
I'm using the ASUS XG-Station-Pro eGPU with MSI RX 5700 Mech OC + Mac Mini 2018.
I had to go back to doing what worked with the original Catalina release. Make sure the eGPU is turned off. Now turn on the 2018 Mac mini. Wait a minute or so for it to start up, THEN turn on the eGPU. The user login screen will then show and you can use the screen as normal.
Do not have the eGPU running when restarting the Mac mini - all you get is a "black screen of death". There might be a signal, but no image. Very frustrating. Consequently there is no Apple startup logo or progress bar.
Sheesh - does anyone bother to test these things?