2019 16" MacBook Pro (RP5500M) [9th,8C,H] + RX 5700 @ 32Gbps-TB3 (ADT-Link R43SG * M.2-TB3) + macOS 10.15.1 & Win10 1903  

@norman_p_aquino, No need to change anything on the Win10 installation when the NVMe drive is in a Thunderbolt 3 enclosure. It's using PCIe connection so Windows driver support should be the same. You'd only need to make change for USB drivers when you install the drive into a USB enclosure.

I'm very interested in building such a setup for my 2018 13" MacBook Pro (Four Thunderbolt 3 ports).

I use my MBP with LG UltraFine 21.5" display. Will the same setup as yours will work for me?

The 21.5" UltraFine has 1x Thunderbolt 3 port for connecting the MBP, and 3x USB Type-C ports. Will the eGPU work if I'll connect it to the Type-C ports of the UltraFine?

@style, Thunderbolt 3 eGPU has to connect to a Thunderbolt port and works best in front of a chain. This particular ADT-Link R43SG + M.2 TB3 adapter would work with the 2018 13-in MacBook Pro. The eGPU won't be able to power the LG UltraFine 4K 21-in display directly.

@itsage, thanks for the informative replay. It should work fine if I connect both LG UltraFine and the eGPU directly to the MBP, right? (two separate cables of course).

@style, Both should work when connected to separate TB3 ports on the 2018 13-in MacBook Pro. You can set each app to use the eGPU [Get Info then √ Prefer External GPU].

@itsage, awesome! Thanks. 

Can you please explain what are the differences between the "budget-friendly" ~$45.00 R43SG and the much

more expensive ~$180.00 R43SG-TB3?

@style, The more expensive kit comes with the Thunderbolt 3 adapter to convert M.2 eGPU connector to TB3 connector. If you buy the ADT-Link R43SG by itself, you'd need to source a Thunderbolt 3 M.2 NVMe enclosure/adapter in order to connect to one of the 2018 13-in MacBook Pro's TB3 ports.

@itsage, Got it, so this is where the Wavlink UTE02   M.2-TB3 comes in pace, right? 

@itsage I've been reading through a lot of builds and I'm interested in similar to yours here but going direct into the M2 connector on the motherboard of a 2014 MacBook Pro 15".

I've seen 2 adapter cards the ADT-Link R43SG and the ADT-Link R43SL, any advice on the differences of these? or which one to get? I can't really find the differences apart from the "SL" variety is slimmer and cheaper.

@pixxelpusher, I have only used the ADT-Link R43SG and would highly recommend it. Not only did it work well in this build but also paired great with the 2015 15-in MacBook Pro [build link]. It should work very similar to your 2014 model except the drive socket is limited at PCIe 2.0 x4.