Hi guys, try one thing if you get spinning wheel - just wait up to 5 mins. It's not infinite. I discovered this when I forgot about my system booting and it eventually made it into the OS with eGPU working. Since then I'm always happy when I get spinning wheel, which means I'll get 100% into the OS with eGPU.
For booting, I plug in TB cable into MBP exactly when (or up to 0.5s before) spinning wheel would appear. Timing for me is ~10s after power on. This now works for me 9.5/10 times, depending how precise I am.