Was really Evi the voice that Dalinar heard when he opened Honor's perpendicularity?
RAFO. (You knew it was coming.)
So here's the thing--I'm never going to confirm or deny anything from beyond the Spiritual Realm. Because it is unfair for me to do so. I believe there is an afterlife in our world, while others (quite rationally) conclude there is not.
The Cosmere has systems in place for ghosts and things to be real, yes, but I want it to always be possible for intelligent people to disagree about things like Evi's voice. Spiritual Connection creates visions in the Cosmere that are quite realistic (like all the ones Dalinar experienced.)
What Dalinar heard here could very rationally be a version of such a vision. That's what the Death Rattles are, for example.
Or, it could be his dead wife speaking to him from beyond the grave. Navani would say that's what it is; Jasnah would say it's the first. I try very hard (despite my personal biases) to not undercut the viewpoint of someone who doesn't believe in an afterlife. It is vital to me that the author not sweep in and say, "Yeah, it's cool some characters are Atheists at all who doesn't believe in an afterlife...but nudge nudge, we both know there is one."
The existence of an afterlife (not Cognitive Shadow style, but in the Beyond) in the cosmere is subject to your own personal interpretation. Everything that happens like this CAN be explained by Realmatic Theory, with very valid examples from the books.