"I have all the luck" is ironic. What it means is that "I have all the bad luck."
2. If I didn’t have bad luck, I wouldn’t have any luck at all.
I have only bad luck, no good luck. Bad luck is the only kind of luck that I have. So if I didn't have my bad luck, there would be no luck, since I don't have any good luck and that is the only other possibility.