Evelyn Waugh, male novelist, married a woman named
Evelyn, and their friends referred to them as 'the Evelyns', which suggests that the pronunciation was the same. In South
Africa, we mostly still use UK English though TV and social media are making US English more prevalent; it's mostly an age-group thing of course. But all the
Evelyn people I've ever known or heard of here have used the
Eve + lyn pronunciation. There was a female
Evelyn in my class at school, and one of the teachers always called her EVV-uh-lin, but it never caught on, and for some reason she never chose to use the actual version.