We don't control these packages and how the wheels are prepared and delivered -- there are no ROCm versions of these wheels that can be pip installed. You must build all of the prereqs from source. Be careful with using pip in case it installs a CUDA version of the wheel instead.

The missing thrust header error needs some triage. The file csrc/hip/segment_csr_hip.hip appears to have been hipified, but didn't convert the thrust include to a hipthrust include. I'll need to reproduce these steps to confirm what's going wrong.