It's very easy - installing onto an SSD in a Thunderbolt or USB casing is as easy as creating the Windows 10 USB by simply downloading Windows 10 off the Microsoft website and "sudo cp -R" everything onto an USB that is formatted as FAT filesystem and MS-DOS partitiontable(forget the actual name if it's not this). Install everything onto the external SSD.
The Thunderbolt port would allow for Windows to use TRIM on your SSD while using Windows 10 on USB connected drive would not. I've always installed Windows 10 on an external Thunderbolt connected drive on my 27" Retina late-2015 iMac
The Terminal command is to made with "sudo cp -Rv " there's a blank space after the R(it just means that it travels through each sub-folder on copy also it displays the files as it copies)
You mount the Windows ISO file on the Desktop and mark everything in the Finder that you see after opening the ISO and have the Terminal command already entered without pressing the Return-key; drag all the files onto the Terminal-window and press the Return-key. Type your Administrator password and sit back as the USB key is made.
Just make sure that you disconnect all external drives that are formatted with macOS Extended Journaled. Windows 10 installer is not great with those. Also try looking for the "Better Boot Camp"-reddit and follow the Formatting Windows partition section. You don't have to take notice of the stuff about creating a macOS partition.
https://www.reddit.com/r/mac/comments/2fy3be/by_popular_demand_my_better_than_bootcamp_guide/
You would have to have a USB drive with the BootCamp-drivers as well. Open the BootCamp Assistant and look in the menus of the app. The Action menu contains the option to download the drivers for manual copy to a USB drive.
Just do this:
enter the CMD - "instructions are found in the reddit"
type:
diskpart
list disk
select disk (number) - Your SSD
clean
convert gpt
create partition efi size=200
format fs=fat32
create partition msr size=128
create partition primary
format fs=NTFS label=Windows QUICK
This will enable the entire amount of space on your SSD to be used for Windows.
Also, create a small macOS partition on your internal SSD with your new iMac. You can use the link I gave to format the internal SSD and just follow the section on how to create two partitions on the drive; one for macOS and one for Windows. When you've installed Windows onto the external SSD you'll have the option to look through the drives that Windows can see and format with the NTFS filesystem and use exclusively with Windows. They appear in the Disk Management program - as either RAW or Unused space.
The reason for the small macOS partition is for firmware updates and the like. You never know when that installation of macOS might come in handy. It might never. And you might just notice a firmware update to your iMac and that requires a macOS partition which you opted out of. That mistake I wouldn't make again if I ever made it.
Someone might explain all this in a sentence or two rather than what I typed. I apologise for all the descriptions. I have just done this so many times.
