There is nothing you can do to improve video performance. It is governed by your CPU and GPU speed and available RAM, main system and Video RAM.
A faster hard drive will allow programs to load faster and save files faster but only if that drive is in the system, not an external.
Now I have no experience with Thunderbolt drives as all are way out of my price range and I simply do not need the storage capacity they offer for the price they cost. But I do have USB 3 drives on my PC desktop and a Firewire 800 drive connected to my MBP at times and I can tell you they do not transfer data as fast as any internal drive.
Thunderbolt may be different and faster then anything I have used but I still would not expect it to help in the way you are looking for.
You need a Good Desktop system.