Broadly, all are wrong.
“With all his wealth, he has no joy in his life” is a mistaken version of two alternatives:
“With all his wealth, he has no joy in life”
“With all his wealth, there is no joy in his life”
The same is true in both the other sentences.
“Besides all his wealth, he has no joy in life” presents two
problems:
If “Beside(s)” was appropriate “Beside”, not “Besides” would be needed.
Either way, neither “Beside” nor “Besides” is negative, as for instance “In
spite of…”; both mean, roughly, something positive like “As well as…”
“Despite of all his wealth, he has no joy in life” is a mistaken version of two alternatives:
“Despite all his wealth, he has no joy in life / there is no joy in his
life”
“In spite of all his wealth, he has no joy in life / there is no joy in his
life”