I own a RX 480 and it ran very well on Sierra 10.12.2 public beta apart from extreme overheating. The fan does not speed up under load makes it very very hot and freezing the screen when it got too hot.
It requires some very minor change to the automate-eGPU script but I read that the author did not wish people to disclose the process, I respect his decision and wish to keep the discussion minimum until 10.12.2 gets released.
I don't have any information for TB3 so you'll need to do find out if anyone succeeded.