I think the Thinkstation M920 can house a single slot short GPU in it, something like the T400 (https://www.nvidia.com/content/dam/en-zz/Solutions/design-vi...) would give you the capability to run modern GPU workloads.
It wouldnt touch a data centre but the simple ability to run CUDA (Rapids.ai for example) would mean you could prototype things pretty efficiently all on a local setup and not have to pay for GPU costs.