For the eGFX Breakaway Box to turn on, you must (1) turn on the power switch AND (2) connect the Breakaway Box to a computer with the supplied Thunderbolt 3 cable.
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.