eGPU for 2015 iMac 5K
No-one has achieved this in the past (as far as I know) but I have a theory that might work, though I put the emphasis at MIGHT.
Seeing as how AMD changed their native drivers in Mac OS they now support RX4xx graphics cards next to internal AMD graphics cards without having to modify kexts. This also includes important VRM (power management) fixes that made many eGPU solutions unstable inside cheaper Thunderbolt enclosures. In the past this was already fixed in Windows drivers after many complaints of PC users.
As of today I have a working AMD RX480 solution with my Macbook Pro 2015 including an AMD R9 M370X dedicated GPU. Other than having full stable acceleration on an external screen (which I use mostly) I also have acceleration on my internal screen.
However! I can not mirror my displays while keeping good performance, for some reason frame rates are locked at 30Hz everywhere, even when the GPU is idle and desktop is being used. I'm uncertain why this is.
Seeing as you do not want to use an external display, you might be interested in a hardware spoof where you trick your eGPU in thinking there is an external screen connected.
For me the external screen is connected during boot. However it is important to note that I do not use the output of my eGPU during boot, my external screen is also connected to Thunderbolt directly to my laptop. Only then can I get a successful full boot, otherwise I hear the eGPU fan speed up but artefacts appear on screen and the booting hangs. I still hear the acceleration when I use the Thunderbolt display connection and can switch over to the eGPU output when booting is finished.
There are a lot of issues you might run into, so be very aware of that. In this case you are the pioneer in this and might be one of the first to get one working.