they shouldn't drop when you disconnect the pump. It should drop a pound or two immediately when you hook the pump up as the hose & pump are being filled but the schrader valve shouldn't let any air out when you unhook, since it is re-seating when you unscrew the hose fitting.
As far as changing pressure, are you setting your evol chamber to where you want it first, then checking the main chamber?
Are you using the smaller gauge on the backside of the high pressure evol pump for the main chamber pressure, or are you just using your old Float pump to check main chamber pressure? You should just use the new pump on the high scale for evol chamber, then flip it around to the scale on the back when you set main chamber.
I haven't hooked my regular float pump up to my main chambers on my evols but I'll give it a try, maybe its a difference in the pumps internally, since they're meant for different types of shocks?