Based on your post, I understand that you want to create alert one time in all lists through a global setting in the SharePoint.
Per my research, there is no such global setting in the SharePoint to create alert one time in all lists.
Currently, you need to create alert in the corresponding list one by one manually.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.