So, please tell me one evidence that Exodus never happened.
You just answered your own question, there's no archaeological evidence it ever happened.
Anthropologists have looked at known, real historical cultures, and using those metrics to determine whether they existed or not, are applied to the exodus story in the OT, there simply isn't any evidence. Not even a little. To suggest that approx. 6,000,000 Israelite's lived in a ten square mile of desert, for forty years, would, according to anthropologists / archaeologists - the ones who study these things - have concluded that the story as told in the OT never occurred. There is not one contemporary historical corroboration of these events either. It's been suggested that if 6,000,000 Israelite's were to stand shoulder to shoulder, they would have found their way out of the wilderness. So as one begins to look at the mundane details of this story, it quickly falls apart. In fact, the Israeli government sponsored an official archaeological investigation into the exodus story, and they had to cancel it because there was no evidence to be found.
From Wiki:
The historicity of the exodus continues to attract popular attention, but most histories of ancient Israel no longer consider information about it recoverable or even relevant to the story of Israel's emergence.
[4] The archeological evidence does not support the story told in the Book of Exodus
[5] and most archaeologists have therefore abandoned the investigation of Moses and the Exodus as "a fruitless pursuit".
[6] The opinion of the overwhelming majority of modern biblical scholars is that the exodus story was shaped into its final present form in the
post-Exilic period,
[7] although the traditions behind it are older and can be traced in the writings of the 8th century BCE prophets.
[8] How far beyond that the tradition might stretch cannot be told: "Presumably an original Exodus story lies hidden somewhere inside all the later revisions and alterations, but centuries of transmission have long obscured its presence, and its substance, accuracy and date are now difficult to determine."
[3]