Continuity mistake: At the end of The Incredibles, when the Underminer shows up, the Parr family don their masks but are still in their civilian clothes, though Bob is about to take off his shirt. At the beginning of Incredibles 2, in the flashback, as soon as the Underminer appears, they appear in their super suits. Also, the Underminer leaves out "I hereby declare war on peace and happiness! Soon all will tremble before me!" (02:00:00)
Continuity mistake: After the old lady thanks Dash for saving her from getting crushed by the flung blue vehicle, that vehicle suddenly has been moved slightly to the left from its original landing spot. Also, another wrecked light blue vehicle was visible as the aforementioned blue vehicle hit the ground, after the old lady thanks Dash, it has suddenly been replaced by a white wrecked vehicle instead. (00:05:45)
Continuity mistake: Bob has lost a lot of sleep and looks dead tired when he's apologizing to his daughter. He's got noticeable five o'clock shadow around his chin and mouth. He falls asleep, and then later he is woken up and Violet informs him he has slept for 17 hours. But now Bob seems clean shaven, or at least no longer has the stubble.
Answer: I think the fact that Evelyn from Incredibles 2 and Roxanne from Megamind bear some similarities is purely coincidental. The idea that there may be a hidden connection between the two is unlikely and the idea of them being related is even more unlikely. It should be noted that Incredibles 2 is a Pixar production, and Megamind is a Dreamworks production, so the two aren't even made by the same company. Perhaps, her design was inspired by some features of Roxanne, but the idea of the two being connected or related is pretty doubtful.
Casual Person