Yeah that EVH is a good head. I had one for a brief period but returned it, not because it wasn't awesome but it was just a little too saturated for me. I pick VERY hard, and even with the gain on like 2 or 3, it just wasn't my personal preference. But that's NO fault of the amp, and it will get you quite close to that MoS sound. I just *personally* prefer other things to that 5150 family of tones that every metal band on the planet uses. That said, there's a reason they're so popular--they grind in a very particular way, and they're hard to make sound bad. And that MoS sound is largely 5150 (well, 6505), so if that's what you're looking for, then I'd definitely try the EVH or some 5150 variant. Very dependable, linear midrange, works great as a central tone.
I've been chasing this stuff for like 15 years now, so I am extremely picky and very finely attuned to the differences in distortion, and eventually you just develop your own preferences. I love Marshall distortion and Mesa Mark distortion. I've used 6505s and Dual Rectifiers and so many other things to good effect, but those two (Marshall/Mesa Mark) are what my ears gravitate toward and my hands love the feel of.
Some of the other stuff you mentioned--the Marshall is the JVM and is my favorite amp I've owned...it does classic crunch to insane thrash distortion with ease, but still feels organic to me in a way that 5150 stuff doesn't even when the gain is cranked. So you can't go wrong with that, but if you're not used to Marshalls you might find it a bit thin--they don't have the huge bottom that a lot of modern amps have, but nothing slices through like a Marshall. The JVM also tends to prefer passive pickups as the gain can get overbearing with actives, but this is obviously guitar and player-dependent. The Krankenstein is another amp that I own and love--I view it as sort of a Dual Rectifier with less harsh bumblebee buzzy distortion--the character of the distortion is a little more Marshally, but bigger. It does the huge hifi size thing on the top and bottom like a Dual Recto does, but I prefer it. It's funny that that amp gets such a bad rap, because people clearly have no idea how to set it. It's very particular to set up, and can sound horrible if dialed in wrong. But if you know what you're doing, it's killer. However, I wouldn't recommend it for a main or only amp, necessarily...I like to blend it as an additional color to get more size on the top and bottom of a tone.
Just so you know:
Theocracy Debut: Mesa/Boogie TriAxis and 50/50 Power Amp rack setup, Mesa 4x12 cabinet, two tracks (but do NOT judge this gear by that horribly-recorded guitar tone! It was the engineer's fault)
Mirror of Souls: Peavey 6505+, Krank Krankenstein, both through Mesa 4x12 (two tracks of each, so four rhythm tracks total)
As the World Bleeds: Marshall JVM, Krank Krankenstein, each through a different Mesa 4x12 (signal split, so two rhythm tracks total)
Keep in mind that the cabinet and speaker choice will have the biggest impact on the tone--it's funny how people don't realize that, but it's absolutely true. The same amp through two different cabinets will sounds much more different than two different amps through the same cabinet. So, all that to say...
If MoS/Wages is your goal, I would probably start with a 5150 family amp (EVH, 6505, 6505+ or 5150) and a good cabinet with Vintage 30 speakers. EMG 81 pickup and a tube screamer (preferably Maxon...not to add a lot of distortion, but just a touch to tighten it up nicely). Hope this helps!