I tend to have the MBP in clamshell mode and connect my display to the eGPU (4K LG monitors).
When I not-so-nice hot-unplug without telling the OS, it goes to the login screen on the internal display + internal GPU, and when you log back in the session is restored with a stern warning that hot-unplugging without telling the OS is bad.
Note: by default you get no boot screen from EFI on the eGPU on TB2 models, never did a boot on a TB3 MBP with the eGPU attached in clamshell mode, probably doesn't do it there either. I suspect something with GOP or some other EFI graphics protocol not enjoying TB3-TB2 adapters. Not much of an issue for me; I can either do a FileVaul2 unlock on the internal display (or blind), or do an fdesetup authrestart to bypass FileVault2 login on the next reboot.
I am using a TB2-3 adaptor and a mid 2015 MacBook pro with the same script you are. I have an Akitio Node with an RX580. Mostly, it's great, but I basically need to shut down to efficiently disconnect.
FWIW, having an eGPU on a laptop makes you really appreciate how few things are really GPU accelerated in day to day life. (cough, cough, Fusion360 and Lightroom).
And you can if needed reboot to windows and use it as a game-OS for unported games.
Cost-wise, it's a no-brainer for when you enjoy macOS and portable computing, adding a PCIe-TB3 box and a GPU is well below the cost of a dedicated gaming PC. If you wanted a single fixed system, a dedicated PC would be the more economical choice, but economics aren't always the endgame. Especially if you simply enjoy macOS and don't care for hackintosh setups; it leaves you with few options for hardware and this is a nice solution.
Sadly it's no longer in progress, the last update was over a year ago and the GitHub repo is similarly dead.
Fortnite suddenly becoming the most popular game in the world changed Epics priorities somewhat.