Caicedo has been linked with a move to Stamford Bridge but his club dismissed any possible departure.
"Moises is only focussed on Albion", Brighton wrote on Twitter this morning.
Arsenal are keen to sign a new midfielder for next season, with West Ham captain Declan Rice emerging as one of their top targets.
There is a growing expectation that Rice will leave West Ham this summer and the 24-year-old is thought to favour a move to Emirates Stadium to play under Mikel Arteta.
Chelsea and Arsenal are also interested in Onana, who moved to Everton from Lille in a £33m deal only last summer.
The Gunners recently missed out on Mudryk who preferred to join Chelsea.