In English, we do not use "all" as an independent noun unless we have previously established a subject, in which case it isn't strictly independent.
For example, the following sentence...
All my family agreed to pay for their own meal.
...could also be written as:
My family met for a meal, and all agreed to pay for their own.
Although the word "all" stands apart from the word "family" in the sentence it is clear that it refers to all members of your family. It could also be split into different sentences, but this is the only way we would say use "all" without immediately qualifying by saying "all of the..."
Your translation of your original French sentence is correct because there is no subject in the original, and that is incorrect in English. Instead we say "everything" which is a compound of "every" and "thing" - "thing" being the subject.
Regarding your other options:
Did you return it all?
This is fine, but "it" could only refer to a single item or a collectable noun. If you were referring to many items you would say:
Did you return them all?
Did you return all of them?