Me neither, but I look at eGPU enclosures regularly. I don't even need the GPU power, but a desktop card is miles ahead of a laptop if well cooled and overclocked.
Will consume a lot of power though, and it definitely doesn't look like a portable solution.
It's not rocket science. I've run a 30% overclock on a machine with 80% daily uptime on air and saw it BSOD like twice over 4 years. Also as some other people in this thread have mentioned, modern CPUs will overclock themselves, and if you undervolt you can get quite a lot of headroom, especially if you get lucky with binning. With that headroom and some hackery (Throttlestop is often all you need) you can get modern chips to hold all core turbos indefinitely. YMMV but I've managed to hold a stable 35% increase in sustained processing power without running too close to the thermal limits.
The risk of breaking anything by overclocking is really low anymore - you'll run into instability long before you damage anything. The best argument against overclocking IMHO is that the time and expense is generally not worth it. With a CPU overclock you might gain 10% performance while consuming 30% more power, after investing time and fancy cooling solution. Gone are the days of rapid improvement when you could occasionally get a stable 33% overclock with no real downside.
That, and CPUs will juice themselves up by default. Intel has turbo boosts up to like 5GHz nowadays. I couldn't do that if I tried, and frankly I don't feel any reason to.
Yep, they're very aggressive with the voltage and frequency out of the box. Continuous per-core thermal monitoring and frequency throttling changed the game - chips no longer need extra headroom to accommodate the worst thermal conditions they might see.
Will consume a lot of power though, and it definitely doesn't look like a portable solution.