I've heard about some external GPU on Alienwere laptops but not for any other. Thunderbolt as any other similar connectivity interface is to attach peripherals and GPU as far as i know is not one of them yet.
The only way i know to upgrade GPU on laptops is MXM module which certainly is not so common at all and certainly isn't an external one. Other then that dGPUs has some specific connections with specific laptop mobos, sometimes even hard soldered.