This repo shows the process in how https://github.com/jonshipman/react-wp-gql works as well as provides a base for how to get Create-React-App into a standard WordPress theme.
All WordPress integration is done inside the ./public folder and involves outputting the index.html with str_replace for the static uris. Adds a __WP window global variables for use inside the theme. During yarn start development, add these urls to ./src/config.js to develop without needing to build on each change.
Please also install https://github.com/jonshipman/wp-react-gql as core code has been moved there (in regards to login and logout mutations).