As far as the PC is concerned it should just be seen as an internal GPU so it would likely work.
Thunderbolt has limited bandwidth, and overhead compared to a dedicated PCIe x16 slot which reduces performance, and eGPU setups are often large and expensive, so you might be better off with an mITX PC build in a case like the DAN A4 SFX. Or a system like the Corsair One PC.