Someone actually got an eGPU to pass-through to a Linux VM - with a steep performance penalty anyway. If you are gaming at 4K a 4090 will still be better even with the performance hit. Although obviously this will blow your solar budget!

https://scottjg.com/posts/2026-05-05-egpu-mac-gaming/

https://news.ycombinator.com/item?id=48137145