I'm not surprised you're confused. There are too many different "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 the freehub on many aftermarket rear hubs to mount different kinds of cassettes. Some vendors sell the freehubs separately, as accessories. That way if you bought a Hyperglide compatible freehub (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. They literally pull right off and push back on.
These look like the hubs that your wheels were built on: https://www.aliexpress.com/item/1005002776490769.html
And the vendor you bought the wheels from sells Pasak freehubs: https://www.aliexpress.com/item/1005003418633660.html
If that replacement hub you bought is genuine Shimano, you probably won't be able to swap freehubs on it.
#1b: I can see how the ad for the wheelset would confuse you about 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. Like I said... 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. Too many standards!
I hope this gets you pointed in the right direction.
Thank you for the reply, this is my first build
#1 The OG Evkin frame came with 6 dropouts, 2x exterior, and 4x interior (QR set, & Thru) I have the QR interior set installed (see photos) and the Thru axle exterior are the only exterior pieces I have and that OGE frame includes. That's what is confusing me, how these exterior Thru dropouts work with the interior QR. If I remove the exterior thru dropouts the carbon dropout frame would be exposed beneath, doesn't seem right.
#1a I asked on a different form if replacing the freehub was possible and all the responses said it wasn't and I would need another hub. I trusted the info and bought another micro spline hub, it wasn't much more expensive than buying a free hub so not a big deal. I have a shimano microspline freehub on my shimano hub (135mm) I respoked the original rear wheel, I have one of those spoke torque measure devices so I know it's decent, took a while to true the wheel rotating.
#1b I haven't reached the step of mounting the cassette because of all the hub issues and axle issues I was having, I'll see how it goes after I figure out. If I can't figure out how to get this QR to fit, I might as well as switch to a thru axle microspline hub to solve the issue
#2 I have a BB92 press fit installed on the frame, I did buy one. but the crankshaft is like 1cm too short with the new BB92 installed. I attached a photo showing the gap it left. Is it fine to ride on? I got the nice deore cranks so I don't wan't to waste more money on longer cranks (I will if I have to)