2017 14" Dell Latitude 7480 [6th,2C,U] + RX Vega 56 @ 32Gbps-TB3 (ASUS XG Station Pro) + Win10 [TobyB]  

does this model have 4lanes?

Yes, it hat 4lanes. I have the the same Latitude with an Zotac Amp Box mini and a GTX 1060 3GB. I'm not too happy with the performance. I think performance is limited to the CPU for gaming. Benchmarks though were promising.

@TobyB:  There are ways to improve performance:
      - use display connected directly to your Vega (eGPU), and make sure you are in using Extended desktop, and your eGPU connected display is the Main. You can easily do it via Windows Display Settings
     - us the latest Adrenalin drivers from AMD.com 
    - minimize the number of applications running on background (to reduce the load on CPU). This is done in two ways:
         - click on search, type "Background Apps", and you will see a long list of things Microsoft decided to run on the background
        - start Task Manager, go to Startup, and clean up there

You can also tweak PCIe power management  settings in Advanced Power Options
The last step - which is totally optional -  is to push your Vega56 a little bit. Start Radeon Settings -> navigate to Wattman -> increase the power limit +25% or a more, maybe increase clocks by few percent - and then run heavy applications to ensure the stability.

Give it a try and let us know.