Per the Retraining FAQ:
Retraining: Can I retrain out of my base classes and use my prestige class levels to meet the requirements for that prestige class?
The retraining rules say, "If retraining a class level means you no longer qualify for a feat, prestige class, or other ability you have, you can't use that feat, prestige class, or ability until you meet the qualifications again." Therefore, if you retrain out of the base class and that causes you to no longer meet the requirements of the prestige class, you no longer have access to the class features from that prestige class, and therefore can't use that prestige class to meet the requirements of anything (including itself).
Update 10/16/13: In any case, you cannot use rule elements from a prestige class to meet the requirements of that prestige class.
Update 10/16/13: New ruling: You cannot use retraining to replace a base class level with a prestige class level.
Since there are no prestige classes you can qualify for with a single level of a non-prestige class, you cannot take a prestige class as your second level. This means that you'd be unable to retrain your second level into the wanted prestige class, preventing you from using the retraining rules to be a Wizard 1/Mage of the Third Eye 10/Evangelist 9.