can I export all my activity data?
The official Garmin way is to request your data from Garmin - Garmin Connect Full Data Export. I did this for my account which contains thousands of activities dating back to 2004. You'll eventually receive an email from Garmin with a link to download your entire Garmin profile which will include everything. All your activities exactly in the type they were uploaded (FIT, GPX, or TCX).
It's also possible to do this programmatically, if you want to go that route - Is there a way to export bulk data to TCX or GPX files?