Is Dual Monitor alternative/idea with EGPU & MBP setup viable?

After looking into various EGPU setups and learning about their limitations, it seems that GPU's receive a significant performance loss when using out higher frame rates (due to TB3 controllers encryption/encoding rate?). I would really like to run dual monitors with my setup, however, if I run dual monitors off of my EGPU (please correct me if I'm wrong), this will further exacerbate the performance loss due to additional frame rate requirements across dual monitors. So...I was wondering if it were possible to have the EGPU run the 2k monitor, and then plug the second monitor into the MBP, and have the MBP's built in GPU run the second monitor to not further crowd the bottleneck in the EGPU portion of the setup. What do you guys think? Is there a good way to run dual monitors with EGPU for gamers? Or is this just a sacrifice we need to make?