If you were going to do this the best way would be a wireless adaptor mounted in the m.2 slot, and a dedicated docking station with a x16 slot and independant power.
Lol, you brought up a dead post!
Anyway, yeah I've seen those before, which gave me the idea of an M.2 to an external GPU solution.
I think the real best is something like a razer core: A single Type-C cable.
I only thought of this idea because some laptops don't have docking stations and type-c, while most newer laptops (Intel fourth gen and newer) have at least 1 M.2 Slot (normally used for the network card).
So the SFF-8643 connector is a decent idea for this.
So you attach the PCI-E Card to a
Mini SAS HD (SFF-8643 to PCI-e 4 Lanes Slot Adapter
using a SFF-8643 cable to connect to a:
Ableconn PEX-U2SSD PCI Express 3.0 x4 Host Adapter Card with SFF-8643
or
U2 SFF-8639 NVME PCIe SSD Adapter for Mainboard SFF-8643 Mini SAS HD
This should give you a 4x PCI-E 3.0 interface that is external to the chassis.
less than $100 worth a shot to try. You can find these parts on e-bay.