Mouse Lag with Blackmagic eGPU

I am having a really frustrating issue with my new Blackmagic eGPU (AMD Radeon Pro 580) whereby I get serious mouse lag. Hoping someone can make me feel happy about my recent purchase!

Steps to Reproduce

Here is my set-up. Mac Mini 2018, Black Magic eGPU, LG 5K display, Apple Thunderbolt 27 inch display. When I daisy chain with my Thunderbolt 3 cables:
Mac mini >> Blackmagic eGPU >> LG 5K >> my mouse gets very laggy/sticky/jerky...whatever you want to call it.

Regression Testing
1. Mac mini to Thunderbolt Display --no lag at all...silky smooth. Still jerky on LG 5K display.
2. Mac min to LG Display (ie no connection to eGPU...full direct attach) -- no log at all.
3. Scenarios 1 and 2 above together (ie dual display)...no mouse lag on either display...silky)
4. Changing display resolution on LG5K makes no difference.
5. Logging in via a different user on Mac OS --no differenc...laggy.
6. Connecting my Apple MacBook Pro 13 Inch (2018), all other variables being equal...STILL LAGGY! This eliminates Mac Hardware (same operating versions on both mini and MacBook Pro).
7. Mac mini to eGPU then daisy chain to Thunderbolt Display works...silky smooth.

The only consistent reproducuable scenario is when I output from Mac mini >> eGPU >> LG 5K, which induces instant mouse lag.

Anyone experienced this before?

I have exactly the same problem here. Mac mini 2018, Blackmagic eGPU. Everything is good without the eGPU but awful mouse lag with it. My monitor is an Iiyama 4K one connected by HDMI though. My main mouse is a Logitech Mx Master 3 and I was thinking the lag came from that but I have just tried it with a wired mouse and have the same issue.

Update: Having played with this all day I found that it is even more strange than I thought. The mouse cursor freezes happen when my monitor is connected too the HDMI port of the eGPU, but not when it is plugged in directly to the Mac mini. It does not matter what kind of mouse I use, USB wire or bluetooth wireless, same effect.

I have done all sorts of resets advised by Apple support too but no change.