I've recently tried this. It's not much improved. I have a PC, and invested in the TB3 compatible motherboard and add-in card. Displays rarely work, but so I instead hardwire this machine to the displays, as they have the extra inputs. On some boots, Thunderbolt isn't detected and will need a few reboots to be picked up. Getting the drivers installed, for a custom build PC, was also a nightmare. The thunderbolt headers are unique to manufacturer, so my Gigabyte Titan Ridge has a 5 or 3pin connector, whereas my Asus board is a 12 pin. Luckily, it seems to only be present for DMA security, so if you bridge pins 3 and 5 on the Add-in card it works. The motherboard still needs to support thunderbolt however, this didn't work on an older, z270 chipset.

On the MacBook side the only issue is that when disconnecting, a display won't sleep and just show a frozen image.

So, at least rest well knowing you've cut your losses wasting time with thunderbolt.