If Lloyd goes after anybody, I look forward to the lawyer's discovery.
I'm not sure he'd have much to worry about, there. Discovery is not a fishing expedition. If he sued someone for defaming him, and their strategy was to use the discovery phase to get his phone/email/etc records, I think they'd be in for a very rude surprise, unless they had very specific requests for very specific records.
There aren't many people he could successfully sue for defamation, and I doubt he'd gain enough from legal action to make it worth the expense/time/effort. The one person that might have made sense to sue was Kim Silvio, but he blew that up by making a video where he corroborated her claims. And if he decided to do so anyway, she could probably put Evans' wife (among others) on the witness list. It would be an ugly mess.
I think he's making statements about legal action in the hopes of getting people to stop talking about his situation, both the parts that are known for sure and the parts that are speculation or not corroborated (yet?). He might be creating a version of the Streisand Effect, where your efforts to stop people from talking about something end up drawing even more attention to it.