It just worked for me (see status updates at the bottom!), but I have not tried more times yet. I have done many things that people speak of in forums so I don't remember all but these are probably the last steps that I took:
Note that during these steps I have had goalque's script installed with the -a flag each time I want to boot into Windows 10 (if you are lucky you don't need it when installing driver).
Without eGPU plugged: Used DDU from Guru3D.com to uninstall my driver: http://www.guru3d.com/files-details/display-driver-uninstaller-download.html
Without eGPU plugged: Restarted computer and boot into Windows 10
Plugged in the eGPU and installed an older driver (375.63-desktop-win10-64bit-international-whql). As of today the latest is (385.69-desktop-win10-64bit-international-whql). I got the older driver from here: http://www.guru3d.com/files-categories/videocards-nvidia-geforce-vista-|-7.html
In the installation custom setup I unchecked all the 3D options and also GeForce Experience and chose only driver, and physX (and maybe HDMI?) but now it is safe to check "Clean installation" (thanks to step 1, else it freezes in the installation process)
When finsihed restart it the eGPU plugged in
The GTX 1050 Ti was recognized in Device Manager but I think it was now I got "NVIDIA Code 43: Windows has stopped this device because it has reported problems". I think it said something about Windows Update or reinstall the driver for this to work
I went into Settings and then Windows Update and since I installed an older driver Windows recognized that and suggested to update to it's Nvidia driver so I did that
Restart with the eGPU plugged and I think it didn't even come to the Mac boot options
Without eGPU plugged: Boot in to macOS (SIerra) and plug in the eGPU and run the automate script with -a flag again and then Settings -> Startup disk -> Bootcamp
With eGPU plugged in it managed to boot into Windows 10 and it now works it the driver loaded properly
This is my setup:
MacBook Pro Retina early 2015 with 13"
Akitio Thunder2 PCIE-box + the 120 W power supply adapter
GeForce GTX 1050 Ti
macOS Sierra
See the screenshot for more details. Note the icon, that most often tell you that the eGPU is working right from the start
UPDATE 1:
I shutdown and tried to start again without plugging off anything, just as is and I got black screen
I boot into macOS without and forgot to plug it in before I ran the automate script with -a flag, but I plugged it in anyway an reran script with -a flag and Startup disk into Bootcam, the same black screen
I repeated step 2 but this time actually plugging in the eGPU before running the script
It booted into Windows without problems and eGPU works! HOWEVER, the icon did not show up so I tricked me to think that it didn't work
UPDATE 2:
Hahaha! Now it even works to shutdown my MacBook Pro and then without plugging anything off, just press the start button on the Mac and boot right back into Windows (since we made it the startup disk in macOS before along with the automate script). I think this must only work thanks to the automate script with the -a flag that hides the eGPU (more often than not) under boot process. Thank you goalque if you see this!!