Once you've announced that you're casting a spell, players can't take actions until you've finished doing so. Notably, opponents can't try to remove cards from your graveyard to stop you from collecting evidence.

If you can't exile enough cards to meet or exceed the required mana value, you can't choose to collect evidence at all.

You choose whether or not to cast a spell from among the exiled cards as Kylox's Voltstrider's triggered ability resolves. If you do, you do so as part of the resolution of that ability. You can't wait to cast it later in the turn. Timing restrictions based on the card's type are ignored.