copemech is on the right track.
Since you have already changed out the thermo switch, bench test the one that you have removed with boiling water and an ohm meter.
If the switch is operating correctly that is not your problem. Is the engine hot and the radiator is not hot the coolant is not being circulated, time to check the water pump.
If all the above things are correct the problem is likely to be an electrical connection, sometimes the source of these connection problems on the Evo 4t are at the regulator/rectifier which is mounted on top of the motor directly bellow the carb.
Good luck, and please let us know what your troubles were.