I have my egpu working consistently in the last couple days. I want to share my experience to you guys. I hope my experience would help you to solve your problem.
First of all, I find out Windows 8.1 perform more consistently than Windows 10. I think Windows 8.1 could solve many issues such as black screen and infinity wheel spin.
This thread inspired me to set up my hardware.
According to my experience, Windows 8.1 would be work either Win to Go(Exteral Hard Drive) or Bootcamp (Internal SSD).
AKiTiO Thunder2 PCIe Box
EVGA GTX 1060 OC single fan
ITX Power Supply 600w
Step 1 : Run Windows 8.1 and install Bootcamp
Step 2 : Power up Egpu and hot plug thunderbolt cable to Macbook
Step 3 : Let windows detect the egpu plug in (check device manager) (for more detail check the thread above)
Step 4 : Install the Nvidia graph card drive, but do not click "Restart". I prefer to "Shut down" manually.
Step 5 : Keep TB caple plug in and power up macbook. Also plug in external display to the Egpu
Step 6 : It should be work!
After you install the graphic card drive, you need to shut down the Macbook correctly at least 1 times before you plug in the Egpu.
Your got black screen/wheel spin. Then you need to unplug the TB cable, and then let macbook loggin to MacOs/Win 8.1 and press the shutdown button.
After Macbookturn off, plug in and load to windows 8.1.
Hopefully those process would work for your Macbook. Good Luck.