[guided]We first prove the regularity of the function whose derivative will appear in the EVI. Fix $\nu\in D(\mathcal E)$ and fix a compact interval $[a,b]\subset(0,\infty)$. Let $\mathcal B([a,b])$ denote the Borel $\sigma$-algebra of $[a,b]$. The curve $\rho:[a,b]\to(\mathcal P_2(\mathbb R^n),W_2)$ is absolutely continuous by hypothesis. This means that there is a function
\begin{align*}
g:[a,b]\to[0,\infty]
\end{align*}
with $g\in L^1([a,b],\mathcal B([a,b]),\mathcal L^1)$ such that, whenever $a\le s\le t\le b$,
\begin{align*}
W_2(\rho_s,\rho_t)\le \int_s^t g(r)\,d\mathcal L^1(r).
\end{align*}
The distance to a fixed point is $1$-Lipschitz in any metric space. Applying the triangle inequality in $(\mathcal P_2(\mathbb R^n),W_2)$ gives
\begin{align*}
|W_2(\rho_t,\nu)-W_2(\rho_s,\nu)|\le W_2(\rho_s,\rho_t).
\end{align*}
Combining this with the absolute-continuity estimate for $\rho$ gives
\begin{align*}
|W_2(\rho_t,\nu)-W_2(\rho_s,\nu)|\le \int_s^t g(r)\,d\mathcal L^1(r).
\end{align*}
Therefore the map
\begin{align*}
h_\nu:[a,b]\to[0,\infty),\qquad t\mapsto W_2(\rho_t,\nu)
\end{align*}
is absolutely continuous.
We need the square of this distance, not only the distance itself. Since $h_\nu$ is continuous on the compact interval $[a,b]$, it is bounded there. Define
\begin{align*}
M_{a,b,\nu}:=\sup_{r\in[a,b]}h_\nu(r).
\end{align*}
This number is finite. For all $s,t\in[a,b]$, the algebraic identity $A^2-B^2=(A-B)(A+B)$ gives
\begin{align*}
|h_\nu(t)^2-h_\nu(s)^2|=|h_\nu(t)-h_\nu(s)|\,|h_\nu(t)+h_\nu(s)|.
\end{align*}
Since both $h_\nu(t)$ and $h_\nu(s)$ are bounded by $M_{a,b,\nu}$, we obtain
\begin{align*}
|h_\nu(t)^2-h_\nu(s)^2|\le 2M_{a,b,\nu}|h_\nu(t)-h_\nu(s)|.
\end{align*}
The composition of an absolutely continuous function with a Lipschitz function on the range of that curve is absolutely continuous, and the displayed estimate gives the needed Lipschitz control on the squaring map over the bounded interval $[0,M_{a,b,\nu}]$. Hence
\begin{align*}
f_\nu:[a,b]\to[0,\infty),\qquad t\mapsto W_2(\rho_t,\nu)^2
\end{align*}
is absolutely continuous. Since the compact interval $[a,b]\subset(0,\infty)$ was arbitrary, $f_\nu$ is locally absolutely continuous on $(0,\infty)$.[/guided]