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i had to double check this - rEFInd uses Apple's bootcamp drivers so I think it would be the same. But you're right, there are generally resource allocation problems on Windows using mac hardware for latest Mac machines. There's a really good guide here https://egpu.io/bootcamp-setup-guide-tb3-macbook-pro/ which recommends rEFInd over Bootcamp for more control.
Much more importantly, we've both got Nvidia eGPUs right? I can't find either web or CUDA drivers for Nvidia cards on Mojave, and the story is that Apple have dropped CUDA support in Mojave. So short of installing High Sierra I can't see a solution on the horizon...
rEFInd > Bootcamp
http://www.rodsbooks.com/refind/