Yeah, one of the most annoying things about Thunderbolt, and I don't see this changing with TB3, is the price premium for accessories. TB to PCI-E bridges seem crazy expensive for what they are and I don't think there is ever going to be enough demand to bring those prices down. By the time you get everything, you could almosthave purchase an dedicated desktop in addition of the laptop.
Aside from GPU, isn't the fanless design of the MacBook a big bottleneck for FCP? As I understand, heavy CPU activity that causes my i7 MacBook Air's fans to kick into high speed will cause the MacBook to slow down since it can't dissipate the heat.