I'm wishing we just spent a bit extra now an got an AJA Io 4k box.
BLACKMAGIC ULTRASTUDIO MINI RECORDER SPECS FOR MAC OS X
H.264 Pro Recorder includes Media Express software for Mac OS X and Blackmagic System Preferences and Blackmagic driver on Download Manual Download Software. You get broadcast quality 8 and 10bit high dynamic range capture in all formats up to 4K DCI at 60p, and 12bit high dynamic range capture in all formats up to 4K DCI at 30p. Blackmagic Intensity Shuttle Usb 3.0 Manual Thunderbolt, or Blackmagic Design H.264 Pro Recorder, UltraStudio Mini. I've managed to get onto a more senior support person at Apple and they're going to get back to me in a few days after they speak to engineers. The UltraStudio 4K Mini model is a portable Thunderbolt 3 capture and playback solution packed with the latest broadcast technology, including 12GSDI, HDMI 2.0 and analog connections. Apple has said "It should work, try asking Blackmagic". Simply plug in and record from any SDI and HDMI device for the most incredible portable solution. Telestream said "contact Blackmagic and Apple". The mini recorder that fits in your pocket, UltraStudio Mini Recorder is super tiny and includes just SDI and HDMI connections plus Thunderbolt.
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The system won't even recognise the third, no matter which one it is and where it's plugged in. We have 2 thunderbolt buses on the macbook pro (one on each side of the laptop I think?), both capable of 40 Gb/s, and the devices are 10 Gb/s each - so there's no reason it shouldn't work! Blackmagic support has said "it should work, try contacting Telestream and Apple". No matter where we plug them in, only the first two plugged in will work. Anyway, that was the bright idea, and where we threw all our money (just the 50cm thunderbolt cables and dongles were £180!!!!). We have bought 2 UltraStudio Recorders and 1 UltraStudio Monitor so that we can bring in 2 hd cameras, and the Monitor is for outputting over SDI to a LiveU box so we get a good solid connection to facebook live.
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I've got a Macbook Pro (touch bar version with the annoying usb-c thunderbolt 3 ports that need expensive adaptors to work). I don't know if it helps, but just in case you were considering the Macbook Pro option with Ultrastudios, maybe don't.