I also have this issue. I'm on an mbp 16 2019/20, amd 5600M, sonnet egpu and amd 5700xt running latest version of catalina and latest version of windows 10 pro (20H). I have tried mosts hacks too from egpu.io and even older versions of windows - no joy there.
However, I tried an NVIDIA EVGA GFX680 and that run without major issues. But of course not supported in mac. It's not feasibe to swap cards if wanting to boot on either windows or mac, apart from expensive. This issue should be fixed, please!
deesto
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