My impression is that the Vega 56 is on the limit for powering from internal connectors
Yes it's on the limit.
I have been using PowerColor Red Dragon Vega 56 (low bios mode) in 2 Mac Pros for over a half years now. I power the card(s) with 2x mini 6-pin + 2x SATA power. No shutdowns with my usage: 3D work + TwinMotion. TwinMotion is an Unreal Engine based architectural 3D visualisation tool. It will stress the GPU to it's upper limits according to apple system monitor. The GPU usage bar is all saturated in the graph while computing the renders.
With low bios mode it draws most of the time approx 180 watts total. It does spike momentarily at 210 watts, which is something to consider carefully. This (210W) is what you should aim at when designing the power feed and/or power draw balance. You won't know from where your card draws all the power at times. You have to meter it, or learn from others with same kind of card and/or software usage combination.
You can see numbers and measurements there:
#329 (original install in late january)
#32 (watt monitoring end of march)
and now this post (today with no GPU shutdowns for a half year)
If only 2x mini 6-pins there used, even if balanced with EVGA PowerLink, it just might have shut down in the middle of rendering. That's because the draw would have been over 105 watts per 6-pin connector (210,7W / 2 = 105,35 W). They say the shutdown limit is in the ballparks of that number or maybe max at 110 W.
This all could be card specific behavior, 3D / game engine specific etc, and it probably is too. I strongly recommend the Pixla's mod too like most of the other posters do, though I haven't done it myself. Not yet, because this arrangement works for me now. But I will do the mod eventually. I've got the cables ready, only need the right clips.
So if your choice would be a Vega 56, I personally would advice in this order:
1) Pixlas mod (you can use any other card too with this)
If low power bios selected (there is dip switch in most of the cards, but not all)
2) 2x mini 6-pin to 8-pin and 2x sata power to 6-pin
a) with power link in between (lots of cabling needed)
b) without PowerLink (my setup as of today)
3) 2x mini 6-pin
a) power balancing with powerlink
b) power balancing with cable balancing (use forum search for this, there are good advice)
I wouldn't use option 3 myself if I had free sata power connectors, and at least not without some kind of power balance. Without power balancing shutdowns would become inevitable at times. Or worse still, maybe something will actually burn.
ps. I did study this forum carefully before daring to try this, so thank you to all you early birds !