Ok, I couldn't find anything where anyone confirmed success with this. I went ahead and tried it.
I got a generic thunderbolt 3/4 eGPU enclosure and it works fine. The important thing is to make sure that the eGPU is turned on before it is connected.
Has anyone had success with an egpu and unraid? I've done searches and I've seen people mention it but not with any details. If anyone has had success, I'd love to hear about it and if you could post what equipment you have I'd really appreciate it.