From those images it appears only the orange suited fish has events.
Making separate event sheets won't help if Construct doesn't know which object to work with. You can do it all in one event sheet. You just have to make two separate sets of events that apply to each player independently. The platform behavior is bound to certain keys by default so I would assume player 1 would use those. When you make player two you will need to use the behavior events with on-keypress "simulate control" movement/jump/etc. and set the second's behavior "default controls" option to NO.
Here is a super small .capx with 2 person controls. One is default and the other is controlled via W,A, and D.