So, not only would Crossfire not enable under Windows 8.1 on my Mac Pro in Boot Camp... But Windows started crashing massively. I was about to wipe Boot Camp entirely and try a clean install (even though the only three things I'd installed were Windows itself using Apple's exact instructions, Steam, and Skyrim), but decided in a last ditch effort to try disconnecting and reconnecting peripherals.
Turns out the culprit was my Belkin Thunderbolt Express Dock.
Disconnecting the Belkin Thunderbolt dock not only stopped Windows from crashing, but now I can enable Crossfire, as well!
Now, this is especially strange since I have read elsewhere that people have no problems using the Belkin dock under Boot Camp with other Macs... This issue is probably isolated to using it in Boot Camp with the new Mac Pro. But disconnecting the dock from my Mac Pro has solved not just one but all of my Boot Camp issues. (Of course, using the Belkin dock under OSX on my Mac Pro is no problem.)
Long story short, if you have a new Mac Pro and plan on using Windows 8.1 under Boot Camp, don't have the Belkin Thunderbolt Express Dock attached.
I'm going to contact Belkin and tell them what I've discovered.
Hope that helps y'all.
Commenting here in case anyone else finds this thread the same way I did while experiencing the same problem. I also couldn't get the CrossFireX enable button in the FirePro control panel to stay active. As soon as I hit Apply, it immediately disabled. The solution was to shutdown, unplug every thunderbolt connection except for a single monitor and the external drive, and start up again into Windows. I was then able to turn CrossFireX back on. Interestingly, once I'd done this, after I shutdown again, reattached my second monitor and the other thunderbolt devices, and started up again, I found that CrossFire was still enabled. It's possible that this is some sort of thunderbolt bus issue rather than a problem with a specific thunderbolt device as the OP speculated, since I don't have the Belkin Dock.
That's what is supposed to happen. After clicking enable the check box appears checked but the button doesn't show until a reboot. That is also what happens on a PC.
This guys voice will drive you nuts but otherwise it's a very good run through.