I have a similar issue with setting up my eGPU with Bootcamp. Apparently the macOS bootloader messes with the setup of a ton of devices so what I have to do is

I have a similar issue with setting up my eGPU with Bootcamp. Apparently the macOS bootloader messes with the setup of a ton of devices so what I have to do is plug in USB C devices before boot, then plug in my thunderbolt devices in the bottom left port at a specific point during boot, then plug in USB-A devices after login. Anything else crashes the machine. Admittedly my use-case is niche, but I wouldn’t be surprised about similar things happening with other devices.