Keep in mind that "Is it supported?" and "Does it work?" are two different questions.
People are using eGPUs with Photoshop, but if you read the links that Axel Matt posted, it doesn't work for everyone right away, and some of them have to hack their way there. That is because, right now, neither macOS nor Photoshop officially support eGPUs for their currently shipping software.
Apple has announced that eGPU support in macOS is coming, but not until Spring 2018. There is no official support in the version of High Sierra that's out now. And as far as I know, Adobe hasn't said anything yet.
If you want to try an eGPU now, you do want to read the threads around the Internet about getting it to work, but right now, it is very much "at your own risk" kind of thing. If you want it to be a rock-solid solution that you can rely on for daily production, you want to wait until Apple releases the fully eGPU-compatible version of macOS coming in a few months, and then see if Adobe says their software is fully compatible with that.
Also, if you want your eGPU to drive your internal MacBook Pro display (not an external display), the article I linked to above says that eGPU acceleration of the internal display isn't working in the macOS 10.3.4 beta that they tried, and that stability is still a problem.
Thanks, from all the research I've been doing, MacOS 10.13.X supports it, but it's in a 'beat' stage right now. I hear 10.13.4 has more support for eGPU.
I also currently have an eGPU setup with an RX 580 with my Benq monitor, and it works great with Lightroom and CaptureOne Pro, but not so much with Photoshop, which is a bummer.
Guess I'll have to hold out until Adobe 'officially' support it.
Thanks for the input.