"I am all out of enemies" means I escaped from the enemies camps or get rid of some bad situation successfully without hurting myself. Hope this will help.

It means "I don't have any enemies left." (I don't know the context in which this sentence is used, but it could be that the person speaking is a mobster who had all his enemies killed off, or a peacemaker who reconciled his differences with all of his enemies, who are no longer his enemies now. At any rate, the sentence means "I no longer have any enemies.")