Insufficient information.
Does the laptop PSU have a ground?
If it has a detachable mains lead with three pins at the connector, it almost certainly does. If it only has a two pin connector, it doesn't.
Is the GPU + EGPU adapter in a grounded metal case? If not, you mayneed to build one, with metal mesh sides for ventilation. As the purpose of the case is screening, it should be closely fitted to the GPU's bracket plate, and all case joints should be bare metal to bare metal, with either a copper braid gasket or overlapped with conductive adhesive copper tape, for good continuity.
Are your mains outlets grounded?
Are you using a filtered extension strip to power the laptop, PSU and monitor so they share a common ground?
Have you as far as possible routed the mains leads closely bundled together to minimise the loop area?
If you do have to attach a ground to the laptop, its best to use the binding screw post on a legacy port if it has any, and to use as short as possible wide tinned copper braid ground strap, terminated with a crimped fork lug attached by a screw to the binding post. USB shells are less likely to offer a reliable ground connection. Adding an extra ground connection without resolving the screening and EMI pickup issues may even make the problem worse by introducing a ground loop.