purge-wrangler VS kryptonite

That's the wrong guide to follow as Thunderbolt 2 does not support eGPUs out of the box. Did you boot into safe mode to turn off SIP and try purge-wrangler first?

Link: purgewrangler

Your Macbook has Thunderbolt 2 so it will need this: https://github.com/mayankk2308/purge-wrangler

Additionally, using Kryptonite and a Thunderbolt 1/2 <<—>> Thunderbolt 3 adapter and an eGPU, you could even do eGPU gaming on like a Radeon Vega or Radeon RX 5600 in an eGPU and have an external monitor for gaming!

I have a Late 2012 Mac Mini running a RX480. All I needed was Kryptonite. You don't need Windows. These cards work just fine in Mac OS.

Yes, it is possible. You need to use the Apple adapter, and you will also need to install Kryptonite.

For Mac OS what you're after is Kryptonite. Be sure to read the FAQ very, very carefully to understand which configurations will be supported.

Unless you add DisplayLink "USB video card" https://www.displaylink.com/products/ (not great for video, can be laggy) or manage to make eGPU work via TB2 (e.g., like in https://egpu.io/forums/builds/2017-13-macbook-air-5th-2c-u-rx460-16gbps-tb3tb2-razer-core-x-macos-10-15-4-steve_pan/ + https://github.com/mayankk2308/kryptonite) - only one external monitor will be supported.

Apple TB2-TB3 adapter will only allow working with Thunderbolt devices. I succeeded connecting to eGPU (Razer Core X + RX580, but required hacks like https://github.com/mayankk2308/kryptonite), older TB3 Alpine Ridge (CalDigit TS3+) and newer TB3 Alpine Ridge docks on my MBP 2015 13". But it's expensive and dock will support only one display output anyway - using TB3 downstream port allows to connect monitors like M14 (because dock's downstream TB actually supports USB-C DP, unlike Apple TB2-TB3 adapter directly).

But if you buy Apple TB2-TB3 adapter https://www.amazon.com/gp/product/B01MQ26QIY and TB2 cable https://www.amazon.com/gp/product/B00YHUBV6Q - you can connect some TB3 devices. It doesn't seem to support USB3 Type-C (even simpler SSDs, let alone DP Alt Mode devices like 40AS). In my experience, TB3 docks (both older Alpine Ridge and newer Titan Ridge) have a chance to work - I tried MBP early 2015 13" with CalDigit TS3+ and Plugable TBT3-UDZ and single 4K 60Hz + USB3 worked. So potentially there is a chance to make 40AC or 40AN work in the same way, but I didn't try those (let me know if you want me to try 40AN0135US or 40AC0135US). eGPU can also work with these machines with some hacks like https://github.com/mayankk2308/kryptonite. (I had an older version of the hack installed on MBP I was trying TB3 docks)