I would love to know how an eGPU manages! Check out the API Output window of MacMiner - it's fed cleaner output than the GPU Miner window and you can see which devices are in use. You can choose which devices to mine with like so:

--device|-d    Select device to use, one value, range and/or comma separated (e.g. 0-2,4) default: all

so in GPU Miner window 'Manual flags' add --device 1 if that's the eGPU. Alternatively, you can add "device":"1" to the .config file for whatever currency you're mining in ~/Library/Application Support/MacMiner i.e.:

{
"pools":[
    {
        "url":"stratum+tcp://pool.ip:8334",
        "user":"user",
        "pass":"x"
    }
],
"device":"1"
}

You can also list devices like so in Terminal:
/Applications/MacMiner.app/Contents/Resources/sgminer/bin/sgminer --ndevs

Please let me know how you get on and with which algorithm!