There is one instance dedicated to mimicking /r/all: https://lemmy.directory/home/data_type/Post/listing_type/All/sort/New/page/1

Check it out. Maybe it partially does what you want, maybe you can learn from them how to subscribe to everything.

would it be possible to selfhost a lemmy instance literally just for yourself and no one else to like, circumvent any defederation shenanigans?

I can imagine many people want a fully federated instance, myself included. Maybe I did not understand the value of defederation, but I think I can decide for myself to what communities I subscribe, or not.

So I do see value in an instance dedicated to not defederating anything, ever. Maybe it even already exists (please let me know). I tried to suggest you can share the instance with others, just make the policy perfectly clear.