The pair were among four players interviewed by police in the Spanish city after a taxi was allegedly stolen from outside a fast-food restaurant on Thursday.
Spanish police have confirmed that the players were each questioned but no arrests were made, with an investigation being launched looking into the matter.
Evans and Barry have nonetheless made the starting lineup for the Baggies against their fellow Premier League strugglers in the last 16 of the FA Cup.
However, the Northern Irishman has been stripped of the captain's armband, with Gareth McAuley instead named as skipper.
Livermore is injured and has not played since 27 January, while Myhill - who is on the substitutes' bench - has made just two appearances all season.