You would still need drivers and all the stuff difficult with nvidia in linux with a egpu. (Its not nessecarily terrible just suboptimal) Rather just add the second GPU in the Workstation, or just run the llm in your AMD GPU.
llama-server.exe -ngl 99 -m Qwen3-14B-Q6_K.gguf
And then connect to llamacpp via browser to localhost:8080 for the WebUI (its basic but does the job, screenshots can be found on Google). You can connect more advanced interfaces to it because llama.cpp actually has OpenAI-compatible API.
There's also ROCm. That's not working for me in LM Studio at the moment. I used that early last year to get some LLMs and stable diffusion running. As far as I can tell, it was faster before, but Vulkan implementations have caught up or something - so much the mucking about isn't often worth it. I believe ROCm is hit or miss for a lot of people, especially on windows.