An add-on TB card is not necessary for the AsRock Z390 series.
I have the Z390 Phantom Gaming-ITX/ac version of your motherboard (same exact board just smaller) which does NOT have a TB header.
1st, update the bios on your motherboard!
Then, if you use a StarTech TB3 to TB2 adapter along with a StarTech TB cable it WILL work.
If the StarTech TB3 products do not work for you then the secret is this.....
Buy the official APPLE TB3 to TB2 adapter and an official APPLE TB2 cable and hook it up to a MAC to update (even if only to force the same newest firmware) and then hook it back up to your PC using the StarTech adapter and StarTech cable.
Even if you did go down the road of using a TB card, it would be recommended to ONLY use the official AsRock TB card here: https://amzn.to/2TYES0G
AsRock Z390 series motherboard with Quantum using a StarTech adapter and StarTech cable WORKS 100% !