I've done a bit more experimentation, and I've found a method that works for me reliably. I have found it does not matter whether the GPU is powered up or not. Switching it off/on at the wall doesn't seem to matter. Steps would be: 1) Have Macbook Pro powered off, Thunderbolt cable unplugged 2) Turn on Macbook Pro. When the internal display is turned on/it starts booting Windows, plug in the GPU. Ideally before the 'circle' starts on Windows startup 3) See if it works. If not, power off, and try again. Using this method I've achieved about a 50% success rate when starting up. It also means that you can 100% avoid 'black screens' when starting. I have found that you should plug in the GPU after you have already selected Windows, rather than at the boot partition selection screen.