Most gaming laptops have poor battery life. A gaming-grade GPU at peak performance will do that. So it's understandable that reader famillybaror wants to charge their gaming notebook with a power bank while on the go.
The problem is that a standard power bank, even those that can charge over Thunderbolt 3, don’t have enough power to charge a gaming laptop while actually playing something.
The one way around this is bulky and possibly expensive, but it could solve famillybaror's problem. You can buy a battery pack with an outlet on it and plug in the charger that came with the laptop. Our reader said they need 180W of power, which could be hard to find from this kind of charger, unless they go for one the size of a car battery.
Otherwise, bring the charger with you, and maybe an extension cord or a power strip, and realize that while the design is ultraportable, gaming machines are really meant to be plugged in while they're played.
A battery with USB Type-C or Thunderbolt 3 may work while the system isn't playing a game, but that will depend on the laptop, and you may receive a BIOS error suggesting the charger isn't powerful enough for the laptop. (I get this when I use a Type-C charger with my work-issued XPS 15.)
The best advice I can give famillybaror is to charge early and often ... and possibly consider carrying a car battery around.