eGPUs and Boot Camp and Windows 10 in my PC partition
Will eGPUs work with Boot Camp and Windows 10 in my PC partition?
MacBook Pro 16″, macOS 10.15
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eGPUs are not officially supported in Bootcamp Windows as documented in footnote 3 in Use an external graphics processor with your Mac - Apple Support.
macOS High Sierra 10.13.4 and later don't support eGPUs in Windows using Boot Camp or when your Mac is in macOS Recovery or installing system updates.
Unofficially, you can take a look at egpu.io.