Chosing EGP connection for L440
ExpressCard would be easiest since it's an externally accessible port.
Try all three and choose the one that sucks less. What's the PCIe link speed and width of those? SATA/WWAN won't be an option if it's only USB. Check if there's PCIe in there. This info should be available in the Device Manager or HWiNFO.
One build got a PCIe 2.0 x1 link through ExpressCard but it wasn't stable until it was switched to PCIe 1.0 or the cable was replaced.
Pending: Add my system information and expected eGPU configuration to my signature to give context to my posts