Probably long past the time this will help, but thought I'd clear up a couple of things based on how I understand the difference between hardware and software RAID.
All modern RAID setups use a software interface to setup or otherwise manage the arrays. The main (and important) difference between software and hardware RAID is that true hardware RAID card does all the processing relating to the array using its own CPU and memory not the host machines.
Now most multiple drive RAID boxes, work in the same way, they have their own local processor and memory so there is no additional load on the host system (and as they work remotely then they DO need a software interface so that you can configure exactly what type of raid you want). So I would say they are by far the best option and should work fine on both OSX and Windows as long as the file system you use is appropriate to both (either ExFAT or make sure NTFS support is added to you Mac install)
The line between the two has become quite blurred in some respects.... For instance we use Large NAS devices as storage for broadcast video edit suites and they tend to be based on a unix'esque low level storage operating systems (for example Synology's DSM or even something like the freely available FreeNAS) typically you'd just have a host controller that could interface with each of the installed drives then the devices OS itself would run the RAID rather than a dedicated chip. The thing is that modern CPUs are so massively powerful compared to ten years ago that the additional load is irrelevant and if you look at a lot of the very high end storage solutions they may have a high end LSI, Adaptec or Areca card in them, however they are just configured to show as individuals drive with the RAID managed by the OS instead.
For example on our 10 x 4TB drive NAS devices we are getting sustained throughput of over 1200MB/ second over dual 10Gb LAN. And yes that is over a Terabyte a second actual sustainable transfer rate...... You cant say that the lack or hardware RAID is causing a performance issue there....
There is of course a big difference with using software raid that might be available as part of your motherboard chipset. This is often called FakeRAID and can be a real pain between different OS'es (I dual boot Windows 7 and Fedora Linux for example). It is possible to make these work, its just a bit more complicated and some OS'es work better than other (Fedora linux can do this quite well now but Ubuntu or Mint Linux requires a bit more work).
In theory this shouldn't be the case with external raid devices, these should just be seen by the host (whether windows or OSX) as a single volume.
Hope this helps! I'm not massively knowledgeable on the Mac or thunderbolt side of things but have done a LOT of dual boots with windows/ Linux and VERY fast storage solutions.