I investigated Evan in Loudoun to the extent I could. I never found a loyalist connection. However, he may have had children beyond those mentioned in his will who may have been loyalists. This Evan appears to be Quaker, based on his associations and what I know about migration patterns. A fair percentage of Quakers were loyalists or wouldn't fight and had their property seized. These people were most likely to return to US soon after war's conclusion. Although his will mentions Pennsylvania, it does not confirm any particular place or that he did more than buy a horse there. So there is no way to know if he were connected to loyalists from there.
There were so many Evan Thomases, both in the colonies and also in Nova Scotia, as you are aware I am sure.