The XDR only has one Thunderbolt port. The other USB-C ports of the XDR do not support DisplayPort Alt Mode so they cannot be used for displays.
Both the BlackMagic Pro and the BlackMagic are limited to one XDR display (if you want 6K). There may be ways to get two or three or four XDRs at 4K from those eGPUs but if you want more than one 6K, then you'll need to use the GPU of the MBP or a different eGPU.
Consider the newer Sonnet eGPU Puck RX 5500 XT or 5700. They may allow you to connect two or 3 XDR displays at 6K if the GPUs support DSC and the macOS allows it (they should support DSC since they are AMD RDNA/Navi but I'm not sure - plus the Sonnet product page says they can only connect one XDR - plus Big Sur doesn't enable DSC by default in all situations though maybe there's a way around that).
I don't know what the downfall is for using the MPB's GPU. The 5500M is maybe not as powerful as the 5500 XT or the 5700 (but at least the 5500M is directly connected to the CPU - it doesn't need to go through Thunderbolt like an eGPU does). You can connect two XDR displays to the 5500M. Using the 5500M of the MBP might make the MBP run warmer?
Assuming your GPUs support DSC, you just need to connect the displays via Thunderbolt or DisplayPort, either directly or through a Thunderbolt 3 or 4 dock or hub. If you use a DisplayPort or USB-C DisplayPort Alt Mode connection of a Thunderbolt dock/hub, then the Thunderbolt dock/hub needs to support DisplayPort 1.4 (this means Thunderbolt 3 docks with Titan Ridge or Thunderbolt 4 docks/hubs). A Thunderbolt dock that doesn't support DisplayPort 1.4 (such as the CalDigit TS3 Plus which uses Alpine Ridge Thunderbolt controller) can have an XDR display connected via Thunderbolt - in that case, it's the Thunderbolt controller of the display that converts the signal from Thunderbolt to DisplayPort 1.4. While an XDR using DSC only requires HBR2 link width (max link rate of DisplayPort 1.2) I don't think a Thunderbolt controller that supports only DisplayPort 1.2 allows DSC? I think I tested that before but I don't remember - I should retest that.
If you have a GPU that doesn't support DSC, then you cannot have a Thunderbolt device between the Thunderbolt controller that the GPU is connected to and the XDR if you want 6K - because Apple is using some trick to put two HBR3 DisplayPort connections over Thunderbolt and they decided to not enable the trick with an intermediate Thunderbolt device. In this mode, the XDR display takes almost all the bandwidth of Thunderbolt leaving very little for anything else so it would be wasteful to put a Thunderbolt device in that chain (but some people would like to do that to allow positioning the XDR further from the computer).
The HP Thunderbolt Dock G2 is an example of a dock with a USB-C DisplayPort Alt Mode port that can be used for one display and a Thunderbolt port for a second display. A Thunderbolt 4 hub or dock has three downstream Thunderbolt ports - two can be used for displays. For eGPUs or docks or adapters with DisplayPort outputs (the Sonnet eGPU Pucks have one of those), a method for combining USB and DisplayPort can be used, such as the Belkin Charge and Sync cable.
The AGDCDiagnose command is used to determine if DSC is used (and also tells you the output resolution, pixel depth, pixel format, and color mode because macOS doesn't give you this info in the UI). If DSC is not used then maybe adding the DisplayPort/disableDSC = 0 flag in an override might help but I haven't heard of anyone trying that. SwitchResX can create an override containing custom timings, but some flags need to be added manually. SwitchResX can show the timing info for a display (unless the display is using tiled mode, like the XDR does when connected to a BlackMagic eGPU - in that case SwitchResX shows info from the overlay property of an mtdd file which is related but separate from the macOS overrides files).
