Oh man if they found a way to have upgradable GPU on a laptop it would be next level! I think it can be done through M.2 slot (the reason why you can get M.2 to PCIe adapters is because M.2 provides a PCIe interface [1], some eGPU solutions use M.2 [2], IIRC it's just a 4 lanes connection through the M.2 connector but better than nothing) - so in order to make this possible on a laptop you would basically have to take small (mobile class) GPUs and solder them on a board that can be inserted in an M.2 slot... I think this is not rocket science but probably those GPUs would be expensive unless the concept really takes off and they are mass produced.
[1] https://en.wikipedia.org/wiki/M.2
[2] https://linustechtips.com/topic/831808-m2-x4-egpu-dock-faste...
EDIT - I just remembered that in the past there were some gaming laptops with upgradeable GPU, I think they were made maybe by Asus? And if I remember correctly it was a proprietary connector (but I might be wrong)
EDIT 2 - yes I was thinking about MXM and it was not proprietary, thank you to those who pointed that out https://en.wikipedia.org/wiki/Mobile_PCI_Express_Module
EDIT 3 - my proposed idea didn't take cooling into consideration, as correctly pointed out in the comments.