I'm not surprised you're confused. There are too many different bicycle component "standards" floating around today. I've been tinkering with bikes for decades, and I had to study up on current crank and bottom bracket interfaces before I could confidently order parts for my upcoming build. If this is your first build... it's a small miracle these are the only incompatibilities you've found.
#1: Those are
through-axle dropouts. The threads on the right side dropout are a dead giveaway. Did the frame come with the 135mm QR dropouts as well? The AliExpress product page claims they are included. If not, OG-Evkin should send them to you, or at least sell you another pair.
#1a: You can swap just the freehub (a.k.a. driver) on many rear hubs to work with different groupsets. Some vendors sell the freehubs separately, as accessories. That way if you bought a Shimano Hyperglide compatible rear hub (as you did), but bought a groupset that requires SRAM XD or Shimano Microspline, you only have to buy the appropriate freehub to make everything work. Swapping freehubs only takes a couple of minutes on some hubs.
These look like the hubs that your wheels were built on:
https://www.aliexpress.com/item/1005002776490769.htmlAnd the vendor you bought the wheels from sells Pasak freehubs:
https://www.aliexpress.com/item/1005003418633660.htmlIf that replacement hub you bought is genuine Shimano, you probably
won't be able to swap freehubs on it. They want to sell you their current parts, not something you can retrofit.
#1b: I can see how the wheelset product page would confuse you with its claim of 12 speed compatibility. Yes, you can put a 12 speed cassette on a Shimano Hyperglide style hub - but you can't put a
Shimano 12 speed cassette on it. The low-end SRAM 12 speed (GX?) groupsets would work, as would any number of Chinese knock-offs.
The most common freehub (a.k.a. driver) standards are Shimano Hyperglide (HG), Shimano Microspline (MS), and SRAM XD. But there's also
road Hyperglide and
XDR. And then there's Campagnolo (Campy) ... their stuff is completely incompatible with anything else. But that's mostly high-end roadie parts that you'll never see on a mountain bike. That's way too many "standards".
#2: The bottom bracket that came with your crankset is BSA threaded with external bearings. Your frame requires a BB92 press-in BB, with the bearings inside the BB ends. You will need to buy a BB92 bottom bracket. They're not very expensive. You can have a shop install the BB, or you can spend another US$20 or so on a cheap BB press kit.
TL;DR coming up:
TL: I'll just briefly mention the minefield of confusion around cranks and BBs. For cranks there are an absurd number of standards. First was the square taper BB/crank interface, where the BB bearing assembly itself was threaded into the frame. The most common thread size was known as BSA. (It's since become an actual ISO world standard, but everyone still calls it BSA). The BBs lasted forever, but keeping the cranks mounted to them
and not cracking was problematic, as MTBs became popular and people wanted to keep their cranks attached after landing jumps.
The next step was cranksets based on a 24mm diameter spindle permanently mounted to one crank arm, and BB bearings outside the frame. Shimano Hollowtech (I and II), FSA MegaExo, SRAM GXP (which uniquely uses a stepped diameter spindle), and probably others. Some of the 24mm cranks and BBs are interchangeable, but not all.
But some found the 24mm spindle too flexy or weak, so the next step was 30mm spindles. I won't list the variations on that theme.
And
then SRAM had the bright idea to come up with the DUB crank/BB standard - 28.99mm diameter spindles. Just different enough from 30mm to be aggravating.
If that's confusing, check out the bottom bracket mounting standards. BSA threaded ruled most of the world for a long time. The first 24mm spindle BBs screwed into BSA threads, no problem. Some manufacturing engineer decided that took too much labor, so the press-fit BB was invented. There were a couple of proprietary mounts, but eventually BB86/92, with a 41mm ID, became common. This left adequate room for the bearings for a 24mm crank. But then the 30mm cranks came, and bearings to fit the bigger spindle needed a bigger housing. Enter BB46, with a 46mm ID. And more variations on that theme: BB386, BBright, etc. Then a clever bearing designer came up with slim bearings to mount a 30mm crank in a 41mm housing. And then DUB entered the picture... requiring new BB assemblies, but at least they didn't establish a new BB mounting standard.
That's the
short version. The gory details can be found on BikeRadar:
https://www.bikeradar.com/advice/buyers-guides/the-complete-guide-to-bottom-bracket-standards/DR:
Way too many crank and bottom bracket standards! See why I needed to cram before buying a crankset and BB?
I hope this gets you pointed in the right direction.