16GB EGPU for AI Inference, $699 (amazon.com)

you could have 2 to get 32GB VRAM, which is enough to run a decent AI model locally.

You're better off with a single card, like intel arc pro b70 with 32 gigabytes of VRAM unless you need something external. You're going to lose quite a bit of performance over thunderbolt. However, Nvidia still is king for its ecosystem.