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I have been using Blackmagic eGPU since this month, and there are some issues (perhaps bugs) with macOS Mojave.
1, You can't reboot MacBook Pro with eGPU plugged in (and with display lid closed).
Because eGPU will shut itself down during mac rebooting, so mac thinks there is no monitor connected then refuse to reboot (then shut down as well).
But it’s not 100% the case. Sometimes Mac does reboot if it does it fast enough before eGPU shuts down.
2, sometimes my MacBook Pro 15 (2018 model) can't detect eGPU.
If I plug in eGPU after OS boots up, there are chances that mac can't identify eGPU.
The chip icon still appears on menu bar, saying 'there is no external GPU', then disappears quickly.
However, if you go to system info, then go to Thunderbolt, the eGPU info is right there.
The only way to solve this so far is to reboot OS with eGPU plugged in.
(I don't know if this has something to do with Mojave or just 15' model only, my 13' MacBook Pro seems fine)
3, Sometimes the whole display just freezes.
I think this is because thunderbolt 3 couldn't provide enough bandwidth for eGPU.
40GB/s seems plenty but compare to what an internal PCIe offers it's very slow.
As another guy in this forum said, eGPU can't 'slow down' as hard drive does, it either works properly or doesn't.
4, Not all applications benefit from eGPU.
Most of the games do run better. But as we all know even Final cut Pro doesn't support eGPU yet. Some apps even refuse to open with eGPU attached.
5, If power nap is on, eGPU will be turned on as well.
If your mac has power nap on, then in sleep mode it will regularly check app updates, backup the OS or something once every hour. Then the eGPU will be turned on as well, even when there is no video outputs.