Evasion checks for investigator attacking a monster in a space with another monster
No, you do not perform an evade test on either monster when performing an attack action.
The rules are explicit on this (page 14):

Evade Tests - An investigator must make an evade test against every monster in his space before moving or performing non-attack actions.
An evade test is an attribute test that is resolved immediately before the investigator attempts to move or take the action. In order to evade a monster, the player makes a Dexterity test modified by the monster’s awareness (the white number at the top right corner of the monster’s token).
If the player passes this test, then the investigator suffers no ill effect. If he fails this test, the keeper may have the monster damage the investigator (equal to the monster’s damage value – see page 23). Regardless of whether he passes or fails, the investigator may then move or perform the intended action. After having attempted to evade a monster, the investigator may freely move and take actions without having to try to evade the same monster that turn.

It specifically allows attacking on page 15:

Attacking a monster does not require making an evade test. This attack may be unarmed, with a weapon, or with an “attack” Spell card. This attack does not need to target a monster in the investigator’s space.

or again on page 9:

Attacking a monster is the only action that an investigator can perform while a monster is in his space (unless he evades the monster, see “Evade Tests” on page 14).