You are obviously confusing two different variations of the word:
- alle = all of "them", all of a previously mentioned or implied group, usually persons
genitive: aller, dative: allen, accusative: alle
- alles = generally "everything".
genitive: alles, dative: allem, accusative: alles
Sie kämpfen mit allem, was sie haben.
They are fighting by all available means.
Sie kämpfen mit allen, die sie haben.
They are fighting with all the men they have.
Ich habe alles verloren.
I have lost everything (e.g. my house, my family, my job, …).
Ich habe alle verloren.
I have lost everybody [I loved/I had etc.]
If there is some context around the sentence, the word alle can also refer to things:
Ich hatte fünf Ringe, aber habe alle verloren.
I once had five rings, but have lost all of them.
Sie haben viele Waffen. Sie kämpfen mit allen, die sie haben.
They have lots of weapons. They are fighting with all [weapons] they have.