I would start with a vet visit to see if they can find any other reason that she is pulling out her hair.
I have read a variety of information posted about depression. I have read several posts from long time owners that argue depression is much more a myth then a reality. Some have posted about having lone gliders for years without a problem.
We have 2 colonies, and rescued a lone glider connor. He is scared and crabs alot, but has never bit me yet, he is not fully bonded, but once he calms down in the pouch I pet him fine, and at night with a treat I pet him fine. he even crabs less in the bonding pouch. He is a healthy, vet seen, active glider. anyway...
I would give treats to evelyn by making her come to you, just sit at front of cage and offer her a treat, see how far from behind wheel you can get her to come out for a mealworm. Most of our gliders see us and come running to front of cage, hoping its treat time. BUT sometimes at first night, Link will be at front, as soon as I open cage and try to pet him he runs behind the castle. BUT 30 minutes later, same thing but instead of running he hops on my arm for his ride to kitchen for mealworm time.
so most important imo, vet visit, then put her in bonding pouch and try to sit watching tv maybe putting your hand in the pouch to see if she will sleep with your hand, (her new friend.), try to get her less scared and more willing to come to you in cage with treats.