Evelina is listed in
Jose Albaiges Olivart's
Diccionario de Nombres de Personas, so it has probably been used in Spain.
There are a great many names, both male and female, which are equally Spanish and Italian. Spanish and Italian are both Romance languages where many female names end in -a and male names end in -o. So they have exactly the same forms for many names, including
Lorenzo,
Roberto,
Carolina,
Clara, etc., and it would probably be hard to say in which of these countries many of these names were first used.