It's ultimately up to the creative direction you want to take with "Power Rangers Cosmic Fury." However, if you're considering having Evox appear, it would make sense for him to show up in Episode 4: "A Call for Help." This title suggests a crisis or emergency, which could be a fitting backdrop for Evox's dramatic return, aligning with the themes of assistance and conflict that are often present in Power Rangers story arcs.
On the other hand, if you want to build suspense and tease his return, you could set up hints or foreshadowing in Episode 3: "Believe it or Not" without showing him, making his eventual reveal in Episode 4 more impactful. Consider the narrative flow and the impact you want Evox's appearance to have on the story when making your decision.