Do you power up the Razer Core X first and then plug in Thunderbolt 3 connection?
That happens if you connect an external monitor to the GPU in the Razer Core X?
What warning do you get?
Can you change the Thunderbolt settings so that it requires approval for any devices you plug in or what options have you set in laptop BIOS for Thunderbolt Security?
I have a Razer Core X with an XFX R9 Fury in it at present.
I mostly use it connected to a Thunderbolt EX 3 card on an Z97 Intel motherboard on a old i7-4790k based PC.
XConnect behaved badly last time I tried Adrenalin 2020. I remember getting freeze, TDR errors, etc.
Try Adrenalin 19.12.1 Gaming Drivers first, and see if XConnect works with that.