Max,
Since you said that you are very new to programming radios, I would use a
transitive method of troubleshooting the issue you are having.
I would get the frequency-tone-offset info on a local repeater that is open to the public, and program one of the two radios to tune into that repeater.
Once I'm able to hear the repeater on the radio, I would see if I can key-up from the same radio and raise the repeater.
Next I would do the same from the second radio.
When radio-1 is able to send and receive from the repeater & radio-2 is also able to send & receive from the same repeater, then radio-1 & radio-2 will be able to talk to each other directly if you swap the send & receive frequencies on one of the radios, while making sure that you are using the same
DCS or
CTCSS settings on both.
Based on my limited experience, currently, when you transmit from the ATR-22 & the EVX-531's receive lights up, the receiver is expecting a specific
DCS or
CTCSS tone that it is not seeing.
The ATR-22 is either not transmitting any tone or not the one that the EVX is expecting.
It will be interesting to hear what you find.