MacMini (2018/2020) + Razer Core X + Sapphire Vega 64 - Big Sur and Windows 10 (2004) - IT WORKS!
So after many fails with trying to make my EGPU work on Windows I finally did it
It's all straight forward. I installed latest Mac OS Big Sur public beta (it fixes the issue with booting to Mac OS with connected EGPU, you can see apple logo etc.).
I installed latest version of Windows via bootcamp with EGPU turned off and connected only with HDMI cable (Mac Mini - Monitor).
Then after you install all bootcamp drivers turn off Mini disconnect HDMI cable from mini and connect EGPU.
Turn it on and EGPU should work
Did you have error 12 before updating to Big Sur?
@mack_sz, Would you be able to specify the exact build of Windows you are using (search for winver)?
I was previously able to get it working under Windows Insider 2004 Fast Ring updates (back in June), but they've changed the beta system now and wasn't able to recreate this.
I'm in no rush, but generally hanging out for a time when I can update Windows and not lose the eGPU!
I also perform any win10 version/build upgrades w/o eGPU connected.