You could leave it as you have it would be easily understood. Most people will read it as "they say the same (thing) to me," where "thing" is implied. I don't think it would make for great flow in a song, though.
I think a more natural way of putting this would be something like "Use different words; they're all the same to me" or "use different words; they all mean the same thing."
The main issue here is that you're not really reaching a difference in meaning with the different combinations of words, but some of them would sound wrong to an English speaker.
Regarding adding "all" for emphasis -- yeah, but without knowing the context, I can't really give you any detailed advice on how to verbalize what you're trying to express.