Firstly, let's tackle the use of the phrase "you know everything there is to know about me" and ignore the word "else" for now.
It would be equally grammatically correct (and not really change the meaning, either), to say "you know everything about me." In this context "there is" is basically synonymous with "that exists."
You know everything [that exists] to know about me.
So, reworded, this means of all the things there are to know about me, you know every single one. This is obviously the same meaning as just saying you know everything about me. It is, however, a slightly more emphatic way of saying it. Generally the more words you use to express the same meaning the more emphatic you'll sound. So "you already know every tiny little thing there is to know about me" sounds even more emphasized (and, in this context, more aggressive, too).
So the other half of your confusion seemed to come from the word "else." "Else" needs to refer to something, and in the specific context of this sentence, ought to refer to the only thing the listener didn't already know (or still doesn't). It's easier to see why it's being used when the thing it's referring to is in the previous sentence.
I'll leave you instructions on how to prepare the side-dish, but you know everything else [about preparing this meal].
Here the "else" is all the meal preparation other than the side-dish.
Do you really not know my favorite color? How is that possible? You know everything else there is to know about me!
Here the "else" is everything about the speaker other their favorite color -- which brings us back to the context you provided.
Without knowing exactly how the conversation went prior to this sentence and only having the vague context it's a little hard to say exactly what the "else" is referring to. It sounds like she may have just asked him a question, such as "Would you like some sugar in your tea?" or perhaps "Why are you upset?" and he responded with this, meaning she already knows all facts about him other than this, and thereby implying she should probably also know whether he takes sugar or why he's upset. There is a little wiggle room here since he's obviously being sarcastic and refusing to come out and say what he actually thinks, so he may even be referring to everything other than the fact that he doesn't like horse racing.
Regardless of the words he picked, what he's actually saying is, "You are acting like you know more about me than you actually do, and I want you to realize that."