In general, the first and foremost thing you need to connect an eGPU to a PC is a proper connector, something that can facilitate a high-speed transfer of data with support for external graphics.
Now, this is a big one – from the ROG Ally community, we get a fully open-source eGPU adapter for the ROG Ally, built by reverse-engineering the proprietary and overpriced eGPU sold by Asus.