Say if I maxed out sycther's speed then evoved it would it's speed drop becuase it is evolveing into a slower pokemon, would it stay the same, or would it increase becuase evolution usally increases all stats(like shedinja's hp)
The speed would drop a little because Scizor's base speed is lower than Scyther's (but its attack and defense is better). So your attack/defense will rise.
You won't lose any of your EVs though.
Yes it would. Scyther has a max Speed of 339 if I am correct. Scizor, on the other hand, has a max Speed of 251.