But i want to use native MacOS because I already have the iMac, my PC is good enough so I really want to improve my iMac and make a fully work station, I want the eGPU to connect not only the iMac, I also want to connect my MacBook Pro whem I'm in home and use an Ultra Wide monitor. Just to work and casual games. That's why asked about use an iGPU like GTX 880m or an eGPU like RX 5500XT or 590 / Vega 54.
Native Mac OS for iMac 2021 is High Sierra, it's not supported with more recent Mac OS.
Installing newer Mac OS to it means you have just done a Hackintosh project.
Review the definition of Hackintosh: Installing Mac OS on non-supported hardware.
Research more about eGPU.
I think your idea is not working because no commercial solution is available at the moment.
A normal Thunderbolt 3 eGPU will not feedback signal to drive the internal LCD on your iMac 2021.
There is a work-around (i.e. more serious hacking) solution: Use an LCD driver board to make the internal LCD external, then reroute the cable (DP) back to it from the eGPU. But this would be a different type of eGPU which will not work on MacBook. This type of eGPU will use the MXM slot on the iMac's logic board.