That is pretty awesome i may have to look into that . Have you got any experience with these ?
Express card provides a SINGLE pcie 1.0 lane of bandwidth. pcie 2.0 if your lucky. It doesn't have the bandwidth to handle a decent GPU. Thunderbolt is needed.
AND you said you were looking for gaming on the go. You are going to haul around a big GPU box AND a monitor to plug it into? You can't use your laptop display, it has no input from the external GPU