E-GPU and SSD combination via 2 thundertolts ?

Hello ,

I have a one year old mac pro retina 2015 , the one with dual graphic card m the iris and radeon 370.
i know that an external GPU is possible via thunderbolt , but i also want to install windows on an external hard disk , and i figured that having a GPU on one thunderbolt enclosure and windows on another SSD may be too slow ?? (don't know I'm just asking)
So are there enclosures that can share both at the same time and can be connected with 2 thunderbolts so in case for some heavy games one is insufficient to run the windows+game then the bandwidth from the other will be used? Im not sure if this is more efficient than having GPU and Windows separately on different thunderbolt drives , but i figured that this combined thing , if it exists would be better simply because if one doesn't use all the bandwidth the other can use any extra bandwidth required
And one more question , any gaming experience with windows installed on external SSD and e-GPU at the same time ?

Regards.

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E-GPU and SSD combination via 2 thundertolts ?