The RX 5500 XT and RX 5700 require Windows 10 20H2+ or Windows 11. All versions of Thunderbolt 3 or 4 computers with Windows 10 or 11 fully support connecting displays to the HDMI and DisplayPort ports.
Windows 10 does not support a Thunderbolt or USB-C display connected to the Thunderbolt port. You may use this port as a 10Gbps USB-C port to connect a USB-C device.
Windows 11 does support Thunderbolt or USB-C displays, however, you must use a USB-C to USB-C video cable (Thunderbolt cables will not work). Connected in this way, the USB ports in a Thunderbolt monitor will not enumerate.
macOS 14 (Sonoma) and macOS 15 (Sequoia) will crash when an eGPU is hot disconnected. It will work fine if you connect or disconnect when the computer is shut down. Sonnet has filed a bug report with Apple.