Yes, you Can Use Ctrl-A to select All, and then try to Download all...
But I highly recommend that you Do it in Small Batches of 40 to 50 cards at a time..
Maximize you View, and shrink the card size as small as you can..
you should see 40 or 50 cards on the screen..
Set the 1st Filter, Display, to Nothing Checked.
Set the 3rd Filter, Downloaded filter to only, Not Downloaded.
( only cards NOT Downloaded are Displayed. )
All other Filters everything Checked.
Hold Shift and Click the 1st Card in the top left corner, then while holding Shift
Click the card in the bottom right Corner.
This Selects all the cards on the screen.
let go of Shift and Click the Icon DOWN Arrow to Download this Batch of Selected cards.
They Will disappear from View, Because the Filter is set to Only Show the Not Downloaded Cards.
Remember to re-set your Filters when Down Downloading all of your cards.
WHY do it this way?
If there is a connection Issues...
It's a Lot Easier to Manage and Stop the Download of 40 or 50 cards, than it is to Manage 600 or 3000 cards Stuck in Download Limbo.