Sure there are mountains of evidence to evolution. An no, no evidence of aliens. And no they likely wouldn't have engineered all the other living species. But the thing to note is that life and evolution is far more common than sentience. We have countless of species on planet earth but only 1 that apparently got sentient by freak of nature. We might find plenty of species in our solar system once we explore it but sentience might still be extremely rare is comparison. So in that theoretical scenario i would think it more a product of some alien species modifying existing species so they become sentient. Science doesn't really have prove afaik regarding "the missing link", given the rarity of that step to sentience it might be more likely that Aliens made the nessecary modification for some goal than that it happened by sheer luck of evolution.