Firefly doesn't use GPU so no benefit, not attempted to use OpenCL with LuxRender for a couple of years so don't know what the support is like for current version

Looking at the implementation of the device there are a number of concerns,  looks like you will need to open up your laptop and plug this device in each time you need to use it, this runs the risk of bending or damaging the laptop connector so care will be needed. The graphics card will need to be powered, from the video it looks like a PC will be required for anything other than a very low powered GPU (if they exist), if you already have a PC why not use the PC directly for the rendering instead? The other problem is all the parts are exposed (laptop, PC, GPU) which means you'll have static sensitive components unprotected as well as the noise from the GPU fan, nothing to stop you from building an enclosure if this is the only problem.

Sorry if this is a bit negative but none above is a show stopper if you feel the risks are offset by the benefits.

As for compatability, the device is so unique I'm not sure anyone can answer that question unless they try the device itself, the video clearly shows it in use as a display for a game which I assume uses DirectX but don't know if that also means its compatible with OpenCL. If you have a contact for the supplier it might be worth asking them.