Some time ago I was able to create bootable Windows 10 installation on external SSD drive. It worked perfectly and I was able to play all Windows only games. However, it all went south when I upgraded my Macbook Pro to new 2017 model… Well. Old USB drivers stopped working, so after boot I could not use either keyboard nor mouse. Apparently there are many step-by-step instructions on how to install Window 8 and 10 on external drive, but many of them are outdated or do not cover my specific problem. Luckily there’s a discussion thread on Apple’s own support forum on how to troubleshoot and fix similar issues.
In my case I had to download new set of drivers from Bootcamp Assistant and install them. Luckily I found external USB keyboard that worked with Macbook!
Here’s the thread you may find useful.
Another good tutorial on how to fix drivers issue using a VM (if you can boot your bootcamp in VM):