2020 13" MacBook Pro [10th,4C,G] + RX Vega 56 @ 32Gbps-TB3 (Razer Core X) + macOS 10.15.4 & Win10 [andygev35]
@tsakal, Apple Boot Camp software updates should be fine. I've done it without issues. Happy Thanksgiving to you as well!
I can confirm this method works with a 2020 13" MBP i7 2.30 GHz using a RX 580 in OWC's Helios FX 650 enclosure. Additionally, Windows is running on an external SSD using the Virtual Box method outlined here. One important change however, when formatting the SSD, don't use MBR. Use a GUID partition map and then enable EFI in Virtual Box. In Apple Recovery, turn off secure boot and enable booting from external drives.
I did hit a peculiar snag. Windows didn't seem to want to use the eGPU until after I booted in safe mode to re-enabled Intel graphics. I had thought I would leave Intel Iris Plus disabled for safety sake, but the system was unusable.
this build is still working great, no issues since it was set up and is handling everything ive thrown at it. Just a quick note, i wanted the webcam so i enabled that and nothing negative happened. so it seems you can still have your internal webcam/facetime hd cam on once everything is set up.