When I first tried this I was using a M5A97 EVO R2.0 which is/was suppose to support IOMMU, but as myself and a couple others found the IVRS table that the BIOS uses doesn't support IOMMU propperly for hardware pass through, a Beta BIOS was all that was offered by Asus as a solution and it was so out of date that it wouldn't work on my MB, I know Asus took a lot of flack over this and hopefully your Pro board doesn't suffer the same fate.
This link will give you a little insight...
https://lists.xenproject.org/archives/html/xen-users/2013-05/msg00485.html
As far as problems once I got a MB that would work, they were all confined to usage and shared devices like a NIC and sound card that I originally shared virtually between the host and guest, both suffered latency because of the two systems taking and giving back control of the hardware, the shared NIC made on line gaming impossible but wasn't much of a issue playing games locally as long as the game didn't need net access, the sound card had enough latency that even Windows event alerts lagged the event, gaming was horrible enough that I just played without sound in most cases.
The solution to both was to give the guest it's own NIC that I passed through same as the GPU, at the same time I passed a entire USB controller to the guest also, this allowed me to buy a cheap USB sound card and connect it to that controller for the guest to use...solved the latency and both are happy now.
I look at both of these issues as just fine tuning the guest, it worked before just not as well as expected...lol
There are other issues you will encounter, like cooling, power, monitors, etc, all are things that need to be considered before building so there are no surprises, I will say this is one of the few applications that will truly use the full potential of your 9370, when my KVM is running (all the time) I see all 8 cores of my 8370 being utilized sometimes to 100%, mostly it's the cores passed to the guest that are maxed out but it depends on what the host is doing at the same time.....because of this I use a Corsair H100i to cool the CPU and it works fine.
Power consumption is another issue you need to plan out, we know your CPU is power hungry and as you add GPUs you need to take into account their needs also leaving you with some margin for error and later expansion of the system. I used a Seasonic 1050w PSU probably a couple hundred watts more than I needed I think I originally calculated a 850w would be fine but went with the bigger PSU just to have a upgrade path without buying another.
You will of course need two monitors, the more you like to multi-task between the host and guest the more reason to have more than two...lol (I run 4 monitors)
I will tell you that I have played many games on my system without issue, that is up until I bought Just Cause 3, everything I have played up till that game I could play on normal or high settings, JC3 I had to turn everything down to get it to run semi-smoothly, on max settings it just brought my system to a crawl, I'm assuming this is a video driver issue since I'm using the15.x AMD drivers and upgrading to the newer driver stack may solve some of it, the current driver is 16.12 so I'm quite a ways behind.
and since I wanted to have some extra stuff like encryption, snapshots etc., things got time consuming pretty quickly. But I've learned a lot and I'm way more confident arround my Linux Systems now
